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[ENH] VmdTransformer add decompose-forecast-recompose as a docstring example and test #5250

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merged 3 commits into from Sep 23, 2023

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@fkiraly fkiraly commented Sep 16, 2023

This adds @davelyttinen's original example in #5128 on using the VmdTransformer for decomposition, forecast, then recomposition as a docstring example in the transformer, and a test case in a new vmd specific test module.

We should have added this with the VmdTransformer, not sure why we didn't - but now that we're showing the example at pycon Prague it should be continuously tested.

@fkiraly fkiraly added module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing enhancement Adding new functionality labels Sep 16, 2023
@fkiraly fkiraly merged commit 1c4a5b3 into main Sep 23, 2023
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@fkiraly fkiraly deleted the add-vmd-in-pipeline-example-test branch September 23, 2023 12:27
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enhancement Adding new functionality module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing
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