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[ENH] probabilistic methods for ColumnEnsembleForecaster (except predict_proba) #2356

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merged 26 commits into from Apr 7, 2022
Merged

[ENH] probabilistic methods for ColumnEnsembleForecaster (except predict_proba) #2356

merged 26 commits into from Apr 7, 2022

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fkiraly
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@fkiraly fkiraly commented Mar 31, 2022 •
edited

This PR upgrades ColumnEnsembleForecaster to:

  • native support for hierarchical inputs
  • probabilistic forecasting except predict_proba

The extension relies mainly on pd.concat and ensuring conversion to pd.DataFrame internally.

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@fkiraly fkiraly added the module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting label Mar 31, 2022
@fkiraly fkiraly requested a review from mloning as a code owner March 31, 2022 23:59
@fkiraly fkiraly mentioned this pull request Apr 1, 2022
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@fkiraly fkiraly merged commit 6ff7d61 into main Apr 7, 2022
@fkiraly fkiraly deleted the column-ensemble-predict-proba branch April 7, 2022 23:28
@lmmentel lmmentel added the enhancement Adding new functionality label Apr 9, 2022
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@GuzalBulatova GuzalBulatova Awaiting requested review from GuzalBulatova

@aiwalter aiwalter Awaiting requested review from aiwalter

@TonyBagnall TonyBagnall Awaiting requested review from TonyBagnall

@mloning mloning Awaiting requested review from mloning

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enhancement Adding new functionality module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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