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[MNT] address pd.DataFrame.groupby(axis=1) deprecation in EnsembleForecaster #5707

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merged 4 commits into from Jan 9, 2024
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[MNT] address pd.DataFrame.groupby(axis=1) deprecation in EnsembleForecaster #5707

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6543d84
[MNT] changes pandas `groupby(axis=1)` in `EnsembleForecaster`
ninedigits Jan 6, 2024
962d68f
[MNT] changes pandas groupby(axis=1) in EnsembleForecaster rev1
ninedigits Jan 6, 2024
c96dde6
[MNT] changes pandas groupby(axis=1) in EnsembleForecaster rev2
ninedigits Jan 7, 2024
62cfd73
[MNT] changes pandas `groupby(axis=1)` in `EnsembleForecaster` rev3
ninedigits Jan 8, 2024
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10 changes: 8 additions & 2 deletions sktime/forecasting/compose/_ensemble.py
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Expand Up @@ -364,8 +364,14 @@ def _predict(self, fh, X):
"""
names, _ = self._check_forecasters()
y_pred = pd.concat(self._predict_forecasters(fh, X), axis=1, keys=names)
y_pred = y_pred.groupby(level=1, axis=1).agg(
_aggregate, self.aggfunc, self.weights
y_pred = (
y_pred.T.groupby(level=1)
.agg(
lambda y, aggfunc, weights: _aggregate(y.T, aggfunc, weights),
self.aggfunc,
self.weights,
)
.T
)
return y_pred

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