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[BUG] statsforecast 1.6.0 compatibility - fix argument differences between sktime and statsforecast #5393

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merged 2 commits into from Oct 9, 2023

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luca-miniati
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@luca-miniati luca-miniati commented Oct 9, 2023

Reference Issues/PRs

Fixes #5295
Depends on #5317, merge after #5317

What does this implement/fix? Explain your changes.

Adds parameters stl_kwargs and pred_int_kwargs, keeping up with statsforecast new release

Did you add any tests for the change?

Added test params to StatsForecastMSTL, all tests in check_estimator pass

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  • The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.

@fkiraly
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fkiraly commented Oct 9, 2023

Thanks! Is this based on #5317, i.e., should #5317 be merged first?

@fkiraly fkiraly added module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting bugfix Fixes a known bug or removes unintended behavior labels Oct 9, 2023
@luca-miniati
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Yes, it builds on #5317. Should I have made a PR to that fork instead?

@fkiraly
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fkiraly commented Oct 9, 2023

Yes, it builds on #5317. Should I have made a PR to that fork instead?

Branching off the PR branch would have been cleaner, but as long as you say in the PR preamble "depends on #5317", it should be fine - so the other devs know which sequence this should be merged in.

@fkiraly fkiraly changed the title [BUG] fix argument differences between sktime and statsforecast [BUG] statsforecast 1.6.0 compatibility - fix argument differences between sktime and statsforecast Oct 9, 2023
@fkiraly fkiraly merged commit c1fbe65 into sktime:main Oct 9, 2023
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@luca-miniati luca-miniati deleted the statsforecast-bugs branch October 9, 2023 23:09
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 10, 2023
* origin/main:
  [MNT] [Dependabot](deps-dev): Update arch requirement from <6.2.0,>=5.6.0 to >=5.6.0,<6.3.0 (sktime#5392)
  [BUG] `statsforecast 1.6.0` compatibility - fix argument differences between `sktime` and `statsforecast` (sktime#5393)
  [BUG] `statsforecast 1.6.0` compatibility - in `statsforecast` adapter, fixing `RuntimeError: dictionary changed size during iteration` (sktime#5317)
  [DOC] fix typo in classification notebook (sktime#5390)
  [DOC] fix broken docstring example of `AlignerDtwNumba` (sktime#5374)
  [ENH] incremental testing to also test if any parent class in sktime has changed (sktime#5379)
  [ENH] simplified delegator interface to `dtw-python` based dynamic time warping distances (sktime#5348)
  [ENH] `YfromX` - probabilistic forecasts (sktime#5271)
  [ENH] removed py37.dockerfile and update doc entry for CI (sktime#5356)
  [ENH] lucky dynamic time warping distance and aligner (sktime#5341)
  [ENH] sensible default `_get_distance_matrix` for time series aligners (sktime#5347)
  [ENH] delegator for pairwise time series distances and kernels (sktime#5340)
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 10, 2023
* origin/main:
  [MNT] [Dependabot](deps-dev): Update arch requirement from <6.2.0,>=5.6.0 to >=5.6.0,<6.3.0 (sktime#5392)
  [BUG] `statsforecast 1.6.0` compatibility - fix argument differences between `sktime` and `statsforecast` (sktime#5393)
  [BUG] `statsforecast 1.6.0` compatibility - in `statsforecast` adapter, fixing `RuntimeError: dictionary changed size during iteration` (sktime#5317)
  [DOC] fix typo in classification notebook (sktime#5390)
  [DOC] fix broken docstring example of `AlignerDtwNumba` (sktime#5374)
  [ENH] incremental testing to also test if any parent class in sktime has changed (sktime#5379)
  [ENH] simplified delegator interface to `dtw-python` based dynamic time warping distances (sktime#5348)
  [ENH] `YfromX` - probabilistic forecasts (sktime#5271)
  [ENH] removed py37.dockerfile and update doc entry for CI (sktime#5356)
  [ENH] lucky dynamic time warping distance and aligner (sktime#5341)
  [ENH] sensible default `_get_distance_matrix` for time series aligners (sktime#5347)
  [ENH] delegator for pairwise time series distances and kernels (sktime#5340)
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 10, 2023
* origin/split-ci:
  control pytest configuration
  [MNT] [Dependabot](deps-dev): Update arch requirement from <6.2.0,>=5.6.0 to >=5.6.0,<6.3.0 (sktime#5392)
  [BUG] `statsforecast 1.6.0` compatibility - fix argument differences between `sktime` and `statsforecast` (sktime#5393)
  [BUG] `statsforecast 1.6.0` compatibility - in `statsforecast` adapter, fixing `RuntimeError: dictionary changed size during iteration` (sktime#5317)
  [DOC] fix typo in classification notebook (sktime#5390)
  [DOC] fix broken docstring example of `AlignerDtwNumba` (sktime#5374)
  [ENH] incremental testing to also test if any parent class in sktime has changed (sktime#5379)
  [ENH] simplified delegator interface to `dtw-python` based dynamic time warping distances (sktime#5348)
  [ENH] `YfromX` - probabilistic forecasts (sktime#5271)
  [ENH] removed py37.dockerfile and update doc entry for CI (sktime#5356)
  [ENH] lucky dynamic time warping distance and aligner (sktime#5341)
  [ENH] sensible default `_get_distance_matrix` for time series aligners (sktime#5347)
  [ENH] delegator for pairwise time series distances and kernels (sktime#5340)
yarnabrina added a commit to yarnabrina/sktime-fork that referenced this pull request Oct 10, 2023
…recasting

* origin/split-ci:
  control pytest configuration
  [MNT] [Dependabot](deps-dev): Update arch requirement from <6.2.0,>=5.6.0 to >=5.6.0,<6.3.0 (sktime#5392)
  [BUG] `statsforecast 1.6.0` compatibility - fix argument differences between `sktime` and `statsforecast` (sktime#5393)
  [BUG] `statsforecast 1.6.0` compatibility - in `statsforecast` adapter, fixing `RuntimeError: dictionary changed size during iteration` (sktime#5317)
  [DOC] fix typo in classification notebook (sktime#5390)
  [DOC] fix broken docstring example of `AlignerDtwNumba` (sktime#5374)
  [ENH] incremental testing to also test if any parent class in sktime has changed (sktime#5379)
  [ENH] simplified delegator interface to `dtw-python` based dynamic time warping distances (sktime#5348)
  [ENH] `YfromX` - probabilistic forecasts (sktime#5271)
  [ENH] removed py37.dockerfile and update doc entry for CI (sktime#5356)
  [ENH] lucky dynamic time warping distance and aligner (sktime#5341)
  [ENH] sensible default `_get_distance_matrix` for time series aligners (sktime#5347)
  [ENH] delegator for pairwise time series distances and kernels (sktime#5340)
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[BUG] latest releases of sktime and statsforecast are incompatible because of argument differences
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