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Feat/tft static categorical #1081

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merged 20 commits into from Jul 20, 2022
Merged

Feat/tft static categorical #1081

merged 20 commits into from Jul 20, 2022

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dennisbader
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@dennisbader dennisbader commented Jul 17, 2022

Fixes #1058, fixes #1082, addresses #1016.

Summary

  • StaticCovariatesTransformer to scale/transform/encode numeric and categorical static covariates
  • categorical static covariate support for TFTModel
  • notebook example showing how to use static covariates
  • updated Covariates.md user guide (to some extent) with static covariates.

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codecov-commenter commented Jul 17, 2022

Codecov Report

Merging #1081 (81be526) into master (7f32ef6) will increase coverage by 0.47%.
The diff coverage is 97.27%.

@@            Coverage Diff             @@
##           master    #1081      +/-   ##
==========================================
+ Coverage   93.17%   93.64%   +0.47%     
==========================================
  Files          78       79       +1     
  Lines        7956     8124     +168     
==========================================
+ Hits         7413     7608     +195     
+ Misses        543      516      -27     
Impacted Files Coverage Δ
darts/models/forecasting/nhits.py 98.55% <66.66%> (-0.72%) ⬇️
darts/models/forecasting/tft_submodels.py 91.03% <85.71%> (+9.30%) ⬆️
...arts/models/forecasting/torch_forecasting_model.py 89.54% <90.90%> (-0.02%) ⬇️
...sing/transformers/static_covariates_transformer.py 98.44% <98.44%> (ø)
darts/dataprocessing/transformers/__init__.py 100.00% <100.00%> (ø)
darts/models/forecasting/block_rnn_model.py 98.24% <100.00%> (+0.06%) ⬆️
darts/models/forecasting/forecasting_model.py 96.81% <100.00%> (+0.03%) ⬆️
darts/models/forecasting/nbeats.py 98.11% <100.00%> (+0.03%) ⬆️
darts/models/forecasting/rnn_model.py 97.56% <100.00%> (+0.09%) ⬆️
darts/models/forecasting/tcn_model.py 96.96% <100.00%> (+0.09%) ⬆️
... and 8 more

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@hrzn hrzn left a comment

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Super nice, well done! Only got a few minor comments.

darts/models/forecasting/tft_model.py Show resolved Hide resolved
darts/models/forecasting/tft_submodels.py Show resolved Hide resolved
darts/models/forecasting/tft_model.py Show resolved Hide resolved
darts/timeseries.py Outdated Show resolved Hide resolved
docs/userguide/covariates.md Outdated Show resolved Hide resolved
@dennisbader dennisbader requested a review from hrzn July 19, 2022 19:33
@dennisbader dennisbader merged commit e34f806 into master Jul 20, 2022
@dennisbader dennisbader deleted the feat/tft_static_categorical branch July 20, 2022 20:00
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Add categorical static covariate support for TFTModel Document static covariates
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