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feature/multivariate - step 4 #111

Merged
merged 185 commits into from
Jul 7, 2020
Merged

feature/multivariate - step 4 #111

merged 185 commits into from
Jul 7, 2020

Commits on May 11, 2020

  1. feature(tcn): started with implementation

    pennfranc committed May 11, 2020
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  2. feature(tcn): merged with new develop branch, fixed conflicts

    pennfranc committed May 11, 2020
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  3. feature(torch forecasting): created TorchForecastingModel class and m… 

    …ade rnn and tcn model to inherit from it
    pennfranc committed May 11, 2020
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  4. feature(torch forecasting): updated docstrings

    pennfranc committed May 11, 2020
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  5. feature(torch forecasting): polished arguments, fixed test case

    pennfranc committed May 11, 2020
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Commits on May 12, 2020

  1. feature(tcn): changes to torch module

    pennfranc committed May 12, 2020
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Commits on May 14, 2020

  1. merged with current develop

    pennfranc committed May 14, 2020
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  2. feature(tcn): implemented residual block architecture, variable outpu… 

    …t_length
    pennfranc committed May 14, 2020
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  3. feature(tcn): added weight normalization option

    pennfranc committed May 14, 2020
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Commits on May 15, 2020

  1. feature(tcn): updated docstrings

    pennfranc committed May 15, 2020
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  2. feature(examples): updated FFT notebook

    pennfranc committed May 15, 2020
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  3. merged with develop

    pennfranc committed May 15, 2020
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  4. feature(examples): updated FFT notebook

    pennfranc committed May 15, 2020
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  5. feature(torch forecasting): added docstring for _TimeSeriesDataset1DS… 

    …hifted
    pennfranc committed May 15, 2020
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  6. fix(formatting): solved linter issues

    pennfranc committed May 15, 2020
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  7. fix(testing): fixed import issue

    pennfranc committed May 15, 2020
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  8. fix(formatting): solved more linter issues

    pennfranc committed May 15, 2020
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  9. feature(torch forecasting): updated documentation

    pennfranc committed May 15, 2020
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  10. feature(torch forecasting): improved docstrings

    pennfranc committed May 15, 2020
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  11. fix(formatting): solved sphinx issue

    pennfranc committed May 15, 2020
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  12. feature(examples): updated RNN example

    pennfranc committed May 15, 2020
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Commits on May 25, 2020

  1. fix(tcn): fixed variable names

    pennfranc committed May 25, 2020
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  2. fix(tcn): fixed variable names

    pennfranc committed May 25, 2020
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Commits on May 26, 2020

  1. feature(testing): added TCN tests

    pennfranc committed May 26, 2020
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  2. fix(tcn): removed if statement parantheses

    pennfranc committed May 26, 2020
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  3. fix(tcn): fixed edge case when num_layers=1, removed last ReLU

    pennfranc committed May 26, 2020
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  4. merged with develop

    pennfranc committed May 26, 2020
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  5. fix(testing): fixed TCN fit test

    pennfranc committed May 26, 2020
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  6. fix(formatting): solved linter issues

    pennfranc committed May 26, 2020
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Commits on May 28, 2020

  1. fix(tcn_model): fixed automatic number of layer computation

    pennfranc committed May 28, 2020
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  2. feature(TCN): added receptive field coverage testing

    pennfranc committed May 28, 2020
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  3. fix(TCN): minor formatting changes

    pennfranc committed May 28, 2020
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  4. fix(TCN): fixed typo

    pennfranc committed May 28, 2020
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Commits on May 29, 2020

  1. fix(tcn): fixed output_length being ignored

    pennfranc committed May 29, 2020
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  2. feature(TorchForecastingModel): added first_prediction_index property

    pennfranc committed May 29, 2020
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  3. fix(formatting): solved linter issues

    pennfranc committed May 29, 2020
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  4. feature(TorchForecastingModel): added new mode to predict that uses a… 

    …ll output_length values of one forward pass
    pennfranc committed May 29, 2020
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  5. feature(backtesting): added no-retrain option and real_time_plot func… 

    …tionality to backtest_forecasting to improve backtesting of torch models
    pennfranc committed May 29, 2020
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  6. feature(backtesting) added docstring descriptions of new backtest_for… 

    …ecasting args
    pennfranc committed May 29, 2020
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Commits on Jun 2, 2020

  1. merged with develop

    pennfranc committed Jun 2, 2020
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Commits on Jun 3, 2020

  1. feature(backtesting): plotting only relevant part in real_time_plot, … 

    …not training model that was already fit
    pennfranc committed Jun 3, 2020
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  2. feature(univariate): started rewriting the TimeSeries class to be bas… 

    …ed on pd.DataFrame
    pennfranc committed Jun 3, 2020
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Commits on Jun 4, 2020

  1. feature(multivariate): first working version of multivariate TimeSeri… 

    …es class
    pennfranc committed Jun 4, 2020
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  2. feature(multivariate): first working version of multivariate TimeSeri… 

    …es class
    pennfranc committed Jun 4, 2020
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  3. feature(multivariate): adapted all existing code to use univariate in… 

    …terface with TimeSeries
    pennfranc committed Jun 4, 2020
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  4. fix(fft): fixed condition when cropping training set

    pennfranc committed Jun 4, 2020
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  5. fix(TimeSeries): fixed plot method

    pennfranc committed Jun 4, 2020
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Commits on Jun 5, 2020

  1. feature(multivariate): adapted TimeSeries.update and corresponding un… 

    …it tests
    pennfranc committed Jun 5, 2020
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  2. fix(formatting): fixed linter issues

    pennfranc committed Jun 5, 2020
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  3. fix(ForecastingModel): fixed typo

    pennfranc committed Jun 5, 2020
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  4. feature(formatting): fixed final linter problem

    pennfranc committed Jun 5, 2020
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  5. fix(TimeSeries): fixed a couple of docstrings

    pennfranc committed Jun 5, 2020
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  6. feature(tests): added separate multivariate test file for TimeSeries … 

    …which contains some tests for already existing TimeSeries methods
    pennfranc committed Jun 5, 2020
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  7. feature(multivariate): added TimeSeries.stack

    pennfranc committed Jun 5, 2020
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  8. feature(multivariate): added TimeSeries.width property and TimeSeries… 

    ….univariate_component getter method
    pennfranc committed Jun 5, 2020
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  9. fix(formatting): solved linter issues

    pennfranc committed Jun 5, 2020
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Commits on Jun 8, 2020

  1. feature(TimeSeries): added TimeSeries.add_datetime_attribute function

    pennfranc committed Jun 8, 2020
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  2. feature(timeseries_generation): updated docstrings

    pennfranc committed Jun 8, 2020
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  3. feature(TimeSeries): added TimeSeries.add_holidays by readapting time… 

    …series_generation.holiday_timeseries (which has now been removed)
    pennfranc committed Jun 8, 2020
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  4. fix(formatting): solved linter issues

    pennfranc committed Jun 8, 2020
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  5. feature(multivariate): updated TimeSeries.from_dataframe to accept a … 

    …list of value columns, TimeSeries.from_times_and_values now accepts a 2-dimensional numpy array as values
    pennfranc committed Jun 8, 2020
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  6. fix(TimesSeries): fixed docstring

    pennfranc committed Jun 8, 2020
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  7. feature(multivariate): adapted tests to be reused in multivariate con… 

    …text
    pennfranc committed Jun 8, 2020
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  8. fix(TimeSeries): fixed TimeSeries.update

    pennfranc committed Jun 8, 2020
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  9. fix(TimeSeries): fixed variable name typo

    pennfranc committed Jun 8, 2020
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  10. fix(formatting): solved linter issues

    pennfranc committed Jun 8, 2020
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  11. fix(formatting): solved linter issues

    pennfranc committed Jun 8, 2020
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  12. feature(multivariate): added multivariate support to torch models, ad… 

    …ded experimental datetime enhancement feature to torch models
    pennfranc committed Jun 8, 2020
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Commits on Jun 9, 2020

  1. feature(multivariate): added multivariate input support for RNN

    pennfranc committed Jun 9, 2020
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  2. feature(multivariate): added multivariate support to _TimeSeriesDatas… 

    …et1DSequential
    pennfranc committed Jun 9, 2020
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  3. feature(timeseries_generation): moved main add_datetime_attribute and… 

    … add_holidays functionality to timeseries_generation, invoking those methods in TimeSeries now
    pennfranc committed Jun 9, 2020
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  4. fix(timeseries_generation): fixed mistakes

    pennfranc committed Jun 9, 2020
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  5. fix(formatting): solved linter issues

    pennfranc committed Jun 9, 2020
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  6. merged with multivariate-2

    pennfranc committed Jun 9, 2020
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  7. feature(TorchForecastingModel): implemented 'datetime_enhancement' an… 

    …d 'holiday_enhancement' arguments for model constructor which result in additional datetime-derived input series
    pennfranc committed Jun 9, 2020
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  8. fix(formatting): solved linter issues

    pennfranc committed Jun 9, 2020
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Commits on Jun 10, 2020

  1. feature(multivariate): requiring dataframe in main TimeSeries constru… 

    …ctor, added TimeSeries.from_series static function
    pennfranc committed Jun 10, 2020
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  2. fix(formatting): solved linter issues

    pennfranc committed Jun 10, 2020
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  3. feature(multivariate): added automatic input_size adjustment when pas… 

    …sing enhancement arguments
    pennfranc committed Jun 10, 2020
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  4. feature(multivariate): added multivariate support to predict in use_f… 

    …ull_output_length mode
    pennfranc committed Jun 10, 2020
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  5. feature(examples): added simple example showcasing datetime enhanceme… 

    …nt functionality of TorchForecastingModels
    pennfranc committed Jun 10, 2020
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Commits on Jun 11, 2020

  1. feature(logging): added raise_if function

    pennfranc committed Jun 11, 2020
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  2. feature(multivariate): changed attribute name _series to _df

    pennfranc committed Jun 11, 2020
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  3. feature(multivariate): made time series naming more consistent, remov… 

    …ed outdated pandas series data type descriptions
    pennfranc committed Jun 11, 2020
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  4. fix(testing): adapted test to new logging message

    pennfranc committed Jun 11, 2020
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  5. merged with feature/multivariate (multivariate-1)

    pennfranc committed Jun 11, 2020
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  6. feature(testing): added test case for TimeSeries._assert_multivariate()

    pennfranc committed Jun 11, 2020
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  7. feature(multivariate): added TimeSeries.first_values() and TimeSeries… 

    ….last_values()
    pennfranc committed Jun 11, 2020
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  8. fix(formatting): fixed linter issue

    pennfranc committed Jun 11, 2020
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  9. feature(multivariate): added width check to TimeSeries.plot()

    pennfranc committed Jun 11, 2020
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  10. merged with multivariate-2

    pennfranc committed Jun 11, 2020
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Commits on Jun 12, 2020

  1. feature(multivariate): renamed notebook

    pennfranc committed Jun 12, 2020
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  2. feature(multivariate): adapted scaler wrapper to multivariate

    pennfranc committed Jun 12, 2020
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  3. fix(timeseries_generation): fixed one-hot encoding of datetime_attrib… 

    …ute_timeseries function, added more tests
    pennfranc committed Jun 12, 2020
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  4. feature(examples): created multivariate functionality notebook

    pennfranc committed Jun 12, 2020
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  5. merged with multivariate-2

    pennfranc committed Jun 12, 2020
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Commits on Jun 15, 2020

  1. feature(multivariate): added multivariate support for regression feat… 

    …ures
    pennfranc committed Jun 15, 2020
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  2. feature(multivariate): added multivariate target support to StandardR… 

    …egressionModel
    pennfranc committed Jun 15, 2020
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  3. fix(formatting): solved linter issues

    pennfranc committed Jun 15, 2020
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  4. feature(multivariate): introduced univariate and multivariate subclas… 

    …ses of ForecastingModel
    pennfranc committed Jun 15, 2020
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  5. fix(formatting): solved linter issue

    pennfranc committed Jun 15, 2020
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  6. merged with multivariate-2

    pennfranc committed Jun 15, 2020
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  7. feature(multivariate): removed 'enhancement' arguments for torch mode… 

    …ls, added multidimensional output functionality
    pennfranc committed Jun 15, 2020
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  8. fix(TorchForecastingModel): fixed bug

    pennfranc committed Jun 15, 2020
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  9. feature(multivariate): added metrics support for multivariate time se… 

    …ries, added more test cases
    pennfranc committed Jun 15, 2020
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  10. feature(metrics): one more tweak for multivariate support, more tests

    pennfranc committed Jun 15, 2020
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  11. fix(testing): fixed metrics test case

    pennfranc committed Jun 15, 2020
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  12. fix(formatting): fixed linter issue

    pennfranc committed Jun 15, 2020
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  13. merged with multivariate-2

    pennfranc committed Jun 15, 2020
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  14. feature(multivariate): added multivariate target sequence support to rnn

    pennfranc committed Jun 15, 2020
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  15. fix(formatting): fixed linter

    pennfranc committed Jun 15, 2020
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Commits on Jun 16, 2020

  1. feature(TorchForecastingModel): improved value checks

    pennfranc committed Jun 16, 2020
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  2. feature(testing): added multivariate tests for TCN and RNN

    pennfranc committed Jun 16, 2020
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  3. feature(multivariate): added univariate checks to backtesting

    pennfranc committed Jun 16, 2020
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  4. feature(testing): added more backtesting tests

    pennfranc committed Jun 16, 2020
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  5. fix(TorchForecastingModel): fixed predict function in use_full_output… 

    …_length mode, added more tests
    pennfranc committed Jun 16, 2020
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  6. feature(multivariate): added short example notebook

    pennfranc committed Jun 16, 2020
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  7. feature(docs): added multivariate-example to examples.rst

    pennfranc committed Jun 16, 2020
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  8. fix(formatting): solved linter issues

    pennfranc committed Jun 16, 2020
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  9. merged with develop

    pennfranc committed Jun 16, 2020
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  10. merged with feature/multivariate

    pennfranc committed Jun 16, 2020
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  11. merged with multivariate-2

    pennfranc committed Jun 16, 2020
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Commits on Jun 17, 2020

  1. feature(metrics): added width check for every metric function

    pennfranc committed Jun 17, 2020
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  2. fix(examples): updated imports of multivariate examples

    pennfranc committed Jun 17, 2020
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  3. merged with develop

    pennfranc committed Jun 17, 2020
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  4. merged with feature/multivariate

    pennfranc committed Jun 17, 2020
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  5. merged with multivariate-2

    pennfranc committed Jun 17, 2020
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Commits on Jun 18, 2020

  1. feature(tests): added test file and test case for utils.py

    pennfranc committed Jun 18, 2020
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  2. feature(multivariate): added checks that input is univariate in stati… 

    …stics functions, added a test case for it
    pennfranc committed Jun 18, 2020
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  3. fix(formatting): linter

    pennfranc committed Jun 18, 2020
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  4. feature(backtesting): added more backtesting options, including multi… 

    …variate support for backtest_forecasting
    pennfranc committed Jun 18, 2020
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  5. feature(examples): started changing TCN example

    pennfranc committed Jun 18, 2020
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  6. merged with develop

    pennfranc committed Jun 18, 2020
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  7. merged with feature/multivariate

    pennfranc committed Jun 18, 2020
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  8. merged with multivariate-2

    pennfranc committed Jun 18, 2020
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  9. fix(TCN): forgot to include a change

    pennfranc committed Jun 18, 2020
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  10. fix(examples): fixed notebooks to work with new multivariate function… 

    …alities
    pennfranc committed Jun 18, 2020
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Commits on Jun 19, 2020

  1. merged with multivariate-3

    pennfranc committed Jun 19, 2020
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Commits on Jun 22, 2020

  1. Merge branch 'develop' into feature/multivariate

    @pennfranc
    pennfranc committed Jun 22, 2020
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  2. feature(multivariate): improved backtesting, added more tests

    pennfranc committed Jun 22, 2020
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  3. merged with develop

    pennfranc committed Jun 22, 2020
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  4. merged with feature/multivariate

    pennfranc committed Jun 22, 2020
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  5. merged with multivariate-2

    pennfranc committed Jun 22, 2020
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  6. merged with multivariate-3

    pennfranc committed Jun 22, 2020
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  7. feature(multivariate): added more backtesting tests

    pennfranc committed Jun 22, 2020
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  8. merged with develop

    pennfranc committed Jun 22, 2020
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  9. merged with feature/multivariate

    pennfranc committed Jun 22, 2020
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  10. merged with multivariate-2

    pennfranc committed Jun 22, 2020
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  11. fix(multivariate): forgot to pass on frequency to new time series obt… 

    …ained by TimeSeries.univariate_component
    pennfranc committed Jun 22, 2020
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  12. merged with multivariate-

    pennfranc committed Jun 22, 2020
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  13. feature(multivariate): for MultivariateForecastingModel.fit added che… 

    …ck to make sure target_indices are in-range, added associated tests
    pennfranc committed Jun 22, 2020
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  14. fix(formatting): fixed linter issue

    pennfranc committed Jun 22, 2020
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  15. feature(multivariate): added multivariate support for missing_values … 

    …functions
    pennfranc committed Jun 22, 2020
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  16. merged with multivariate-3

    pennfranc committed Jun 22, 2020
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  17. feature(backtesting): updated docstring of backtest_forecasting

    pennfranc committed Jun 22, 2020
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  18. feature(multivariate): added more tests for backtest_forecasting

    pennfranc committed Jun 22, 2020
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  19. fix(formatting): linter

    pennfranc committed Jun 22, 2020
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  20. feature(multivariate): added multivariate support to backtest_regression

    pennfranc committed Jun 22, 2020
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  21. feature(multivariate): added multivariate support to backtest_gridsearch

    pennfranc committed Jun 22, 2020
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  22. fix(formatting): linter

    pennfranc committed Jun 22, 2020
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Commits on Jun 23, 2020

  1. merged with develop

    pennfranc committed Jun 23, 2020
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  2. merged with feature/multivariate

    pennfranc committed Jun 23, 2020
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  3. merged with multivariate-2

    pennfranc committed Jun 23, 2020
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  4. merged with multivariate-3

    pennfranc committed Jun 23, 2020
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Commits on Jun 25, 2020

  1. merged with develop

    pennfranc committed Jun 25, 2020
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  2. fix(TorchForecastingModel, TCNModel, backtesting): fixed some issues … 

    …caused by merging
    pennfranc committed Jun 25, 2020
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  3. fix(backtesting): removed mutable default arguments

    pennfranc committed Jun 25, 2020
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  4. fix(TorchForecastingModel): fixed predict function

    pennfranc committed Jun 25, 2020
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  5. feature(examples): updated TCN notebook

    pennfranc committed Jun 25, 2020
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  6. fix(backtesting): fixed indexing error relating to stride

    pennfranc committed Jun 25, 2020
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  7. fix(TimeSeries): changed constructor not to throw an error when given… 

    … frequency and inferred frequency don't match, but just a warning
    pennfranc committed Jun 25, 2020
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  8. feature(examples): updated TCN notebook

    pennfranc committed Jun 25, 2020
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  9. fix(TimeSeries): replaced deperecated warn method

    pennfranc committed Jun 25, 2020
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  10. fix(tests): fixed TimeSeries test to reflect new frequency mismatch h… 

    …andling
    pennfranc committed Jun 25, 2020
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  11. fix(tests): fixed backtesting test case

    pennfranc committed Jun 25, 2020
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  12. feature(examples): updated RNN notebook

    pennfranc committed Jun 25, 2020
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  13. fix(formatting): linter

    pennfranc committed Jun 25, 2020
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Commits on Jun 26, 2020

  1. fix(logging, TorchForecastingModel): fixed merging mistakes

    pennfranc committed Jun 26, 2020
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  2. feature(backtesting): improved docstrings

    pennfranc committed Jun 26, 2020
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  3. merged with develop

    pennfranc committed Jun 26, 2020
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Commits on Jul 3, 2020

  1. fix(backtesting): added backticks to docstring

    pennfranc committed Jul 3, 2020
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  2. fix(backtesting): moved argument check up in backtest_forecasting

    pennfranc committed Jul 3, 2020
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  3. fix(examples): reverted FFT examples execution counts

    pennfranc committed Jul 3, 2020
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  4. fix(examples): fixed missing FFT notebook change

    pennfranc committed Jul 3, 2020
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Commits on Jul 7, 2020

  1. merged with develop

    pennfranc committed Jul 7, 2020
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