[ENH] refactor index generation in reducers to use ForecastingHorizon method
#5539
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fkiraly
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module:forecasting
fkiraly
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achieveordie,
benHeid and
yarnabrina
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This reverts commit 4383231.
fkiraly
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Nov 14, 2023
This PR fixes a faulty check for reduction forecasters' output, the current test checks against the wrong expectation. As the test with the wrong expectation currently passes, this PR will cause it to fail. The change in #5539 should make it pass again. The current state incorrectly expects `none` where the level name should e `"Period"`, in two places. To keep coverage either way, one of the expcetation iss changed to the latter expectation `"Period"`, whereas in the other occurrence the data is changed to make the current expectation `none` correct.
fkiraly
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Jan 14, 2024
…on`, direct reduction (#5536) The aim of this PR is to extend `make_reduction` classes to support regressors with probabilistic prediction modes, with the `skpro` interface. This would be achieved exactly as currently in `YfromX` which already does support probabilistic regressors, but unfortunately the inner structure of `make_reduction` is much more nested and organically grown. The idea is to switch over `predict` and `predict_interval` internally, and leave the rest as-is. Hopefully, this will also not interact with the fixes to the reducers that @benHeid is currently working on. Depends on #5539, #5725, #5726, which should be merged first. Also fixes an unreported bug where the reducers could fail in a case where not all index levels were named, as said names were used as reference (in `_cut_df`). This has been remedied by using integer references.
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This PR refactors index generation in reducers to use the
ForecastingHorizonmethod instead of custom functionality.Also useful as a test for the former logic.
Depends on #5543 due to an incorrect test.