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[ENH] statsforecast AutoCES direct interface estimator #4649

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merged 6 commits into from Jun 6, 2023
Merged

[ENH] statsforecast AutoCES direct interface estimator #4649

merged 6 commits into from Jun 6, 2023

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yarnabrina
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Part of #4643.
Depends on #4648.

This PR adds an interface to the AutoCES model provided in statsforecast. It's exposed to users as StatsForecastAutoCES, which inherits from _GeneralisedStatsForecastAdapter added in #4629.

@yarnabrina yarnabrina requested a review from fkiraly as a code owner May 27, 2023 10:40
@yarnabrina yarnabrina mentioned this pull request May 27, 2023
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fkiraly
fkiraly previously approved these changes May 29, 2023
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Straightforward given the adapter class, great!

@fkiraly fkiraly added module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting enhancement Adding new functionality interfacing algorithms Interfacing existing algorithms/estimators from third party packages labels Jun 3, 2023
@fkiraly fkiraly merged commit 9544d32 into sktime:main Jun 6, 2023
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@yarnabrina yarnabrina deleted the add-autoces-forecaster branch June 7, 2023 13:35
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@fkiraly fkiraly fkiraly approved these changes

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enhancement Adding new functionality interfacing algorithms Interfacing existing algorithms/estimators from third party packages module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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