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Feature/four theta #123

Merged
merged 49 commits into from
Jul 20, 2020
Merged

Feature/four theta #123

merged 49 commits into from
Jul 20, 2020

Commits on Jul 3, 2020

  1. feat(4Theta): naive implementation of 4Theta model

    @Droxef
    Droxef committed Jul 3, 2020
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  2. fix(theta): avoid NaN values in theta, and unnecessary season test

    @Droxef
    Droxef committed Jul 3, 2020
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  3. feat(gridsearch): add possibility to compare with model.fitted_values

    @Droxef
    Droxef committed Jul 3, 2020
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  4. feat(4theta): add a method to auto select best model

    @Droxef
    Droxef committed Jul 3, 2020
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  5. Merge branch 'develop' of https://github.com/unit8co/darts into feat/… 

    …FourTheta

doc(gridsearch): correct type in doc
    @Droxef
    Droxef committed Jul 3, 2020
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  6. refactor(4Theta): Specify univariate model

    @Droxef
    Droxef committed Jul 3, 2020
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  7. style(4Theta): Fix linter

    @Droxef
    Droxef committed Jul 3, 2020
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  8. style(4Theta): fix docstring

    @Droxef
    Droxef committed Jul 3, 2020
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  9. style(4Theta): Fix docstring

    @Droxef
    Droxef committed Jul 3, 2020
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  10. style(4Theta): Change link

    @Droxef
    Droxef committed Jul 3, 2020
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  11. style(4Theta): Correct docstring

    @Droxef
    Droxef committed Jul 3, 2020
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Commits on Jul 6, 2020

  1. style(4theta): correct ticks in docstring

    @Droxef
    Droxef committed Jul 6, 2020
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Commits on Jul 7, 2020

  1. Merge branch 'develop' of https://github.com/unit8co/darts into feat/… 

    …FourTheta
    @Droxef
    Droxef committed Jul 7, 2020
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  2. Merge branch 'develop' of https://github.com/unit8co/darts into feat/… 

    …FourTheta
    @Droxef
    Droxef committed Jul 7, 2020
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  3. refactor(4Theta): change different modes verification and add Enum

    @Droxef
    Droxef committed Jul 7, 2020
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Commits on Jul 8, 2020

  1. refactor(theta): replace all string modes by Enum

    @Droxef
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  2. test(backtesting): Add a test to verify if fitted_values exist

    @Droxef
    Droxef committed Jul 8, 2020
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  3. Fix(Theta): Correct all Enums

    @Droxef
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  4. fix(Theta): compare with enum members value instead. Correct some min… 

    …or bugs
    @Droxef
    Droxef committed Jul 8, 2020
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  5. fix(4theta): move the creation of enums in init file

    @Droxef
    Droxef committed Jul 8, 2020
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  6. test(4theta): Add 4Theta to autoregressive test. Move Enums to top in… 

    …it file
    @Droxef
    Droxef committed Jul 8, 2020
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  7. test(4theta): Add 4Theta specific test

    @Droxef
    Droxef committed Jul 8, 2020
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  8. style(backtesting): fix lint

    @Droxef
    Droxef committed Jul 8, 2020
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Commits on Jul 9, 2020

  1. test(4theta): Add another exception to test

    @Droxef
    Droxef committed Jul 9, 2020
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Commits on Jul 13, 2020

  1. ref(4Theta): mode.fitted_values is now a TimeSeries to be consistent

    @Droxef
    Droxef committed Jul 13, 2020
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  2. style(Theta): rename mode to season_mode to be consistent w/ FourTheta

    @Droxef
    Droxef committed Jul 13, 2020
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  3. Merge branch 'develop' of https://github.com/unit8co/darts into feat/… 

    …FourTheta
    @Droxef
    Droxef committed Jul 13, 2020
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  4. docs(thetas): correct errors in the different docs

    @Droxef
    Droxef committed Jul 13, 2020
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  5. refactor(4Theta): Correct 

      * Add normalization choice
  * Add comment to be clearer
  * Correct the docs
  * clean the code and add a check on mean=0
    @Droxef
    Droxef committed Jul 13, 2020
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  6. refactor(backtesting): add a 'use_fitted_values' parameter

    @Droxef
    Droxef committed Jul 13, 2020
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  7. fix(4theta): correct select_best_model

    @Droxef
    Droxef committed Jul 13, 2020
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  8. test(4Theta): add a test for zero mean and correct others

    @Droxef
    Droxef committed Jul 13, 2020
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Commits on Jul 14, 2020

  1. Merge branch 'develop' of https://github.com/unit8co/darts into feat/… 

    …FourTheta
    @Droxef
    Droxef committed Jul 14, 2020
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  2. style(backtesting): linter formatting

    @Droxef
    Droxef committed Jul 14, 2020
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Commits on Jul 16, 2020

  1. refactor(4Theta): change Enums names, correct theta and backtesting docs

    @Droxef
    Droxef committed Jul 16, 2020
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  2. refactor(4theta): move creation of fitted_values timeseries to backte… 

    …sting
    @Droxef
    Droxef committed Jul 16, 2020
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  3. Merge branch 'develop' of https://github.com/unit8co/darts into feat/… 

    …FourTheta
    @Droxef
    Droxef committed Jul 16, 2020
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  4. refactor(statistics): include Enums in extract and remove functions

    @Droxef
    Droxef committed Jul 16, 2020
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  5. refactor(4Theta): check earlier if univariate

    @Droxef
    Droxef committed Jul 16, 2020
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  6. test(4Theta): correct backtesting and test best_model

    @Droxef
    Droxef committed Jul 16, 2020
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  7. test(4Theta): add new modes in test models

    @Droxef
    Droxef committed Jul 16, 2020
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  8. docs(4theta): Add a disclaimer for 4theta performance

    @Droxef
    Droxef committed Jul 16, 2020
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  9. refactor(Theta): change theta to have the same behavior as FourTheta

    @Droxef
    Droxef committed Jul 16, 2020
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  10. examples(darts-intro): modify notebook to give the same results

    @Droxef
    Droxef committed Jul 16, 2020
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  11. style(4Theta): correct deprecation warning for logger.warn

    @Droxef
    Droxef committed Jul 16, 2020
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Commits on Jul 17, 2020

  1. Merge branch 'develop' into feat/FourTheta

    @hrzn
    hrzn committed Jul 17, 2020
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Commits on Jul 20, 2020

  1. style(4theta): move comment to backtesting

    @Droxef
    Droxef committed Jul 20, 2020
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  2. Merge branch 'feat/FourTheta' of https://github.com/unit8co/darts int… 

    …o feat/FourTheta
    @Droxef
    Droxef committed Jul 20, 2020
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  3. Merge branch 'develop' of https://github.com/unit8co/darts into feat/… 

    …FourTheta
    @Droxef
    Droxef committed Jul 20, 2020
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