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[ENH] general inverse transform for MSTL transformer #5457

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merged 3 commits into from Oct 26, 2023
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@fkiraly fkiraly commented Oct 20, 2023

This PR adds an inverse transform for the MSTL transformer, in line with the STLTransformer, which sums up any components from the decomposition.

Also updates the documentation, and in the process fixes #5454.

Regarding deprecation, the behaviour should be identical in all cases where no bug was present, i.e., identical indices seen in fit and transform.

@fkiraly fkiraly added module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing enhancement Adding new functionality labels Oct 20, 2023
@fkiraly fkiraly merged commit bb470b0 into main Oct 26, 2023
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@fkiraly fkiraly deleted the mstl-inverse branch October 26, 2023 21:52
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enhancement Adding new functionality module:transformations transformations module: time series transformation, feature extraction, pre-/post-processing
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[BUG] MSTL documentation is misleading after 0.24.0 release
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