Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Feat/Example notebook for the regression models #2039

Merged
merged 24 commits into from
Nov 11, 2023

Conversation

madtoinou
Copy link
Collaborator

@madtoinou madtoinou commented Oct 27, 2023

Fixes #588, fixes #1289.

Summary

Example notebook for regression models, covering both some basics and advanced features :

  • basics about lags, forecast based on covariates only, component-specific lags
  • impact of multi_model when ouput_chunk_length > 1, visualization of the data tabularization depending on the value of multi_model
  • darts probabilistic forecasting, including direct inference of the distribution parameters
  • sklearn-like models: built-in and custom implementations
  • external librairies
  • brief section about explainability

The example are mostly illustrative : they were not optimized for accuracy but aim at displaying how the various features can be used and their impact compared to the default parameters. The dataset was not studied in depth to extract correlation and no observation about the data are made.

Other Information

  • Added new dataset ElectricityConsumptionZurichDataset: The dataset contains the electricity consumption of households in Zurich, Switzerland from 2015-2022 on different grid levels. We also added weather measurements for Zurich which can be used as covariates for modelling.

…rgy consumption and weather in Zurich, between 2015 and 2022)
@madtoinou madtoinou added the documentation Creating or improving documentation label Oct 27, 2023
@review-notebook-app
Copy link

Check out this pull request on  ReviewNB

See visual diffs & provide feedback on Jupyter Notebooks.


Powered by ReviewNB

@codecov-commenter
Copy link

codecov-commenter commented Oct 30, 2023

Codecov Report

Attention: 1 lines in your changes are missing coverage. Please review.

❗ Your organization needs to install the Codecov GitHub app to enable full functionality.

Files Coverage Δ
darts/datasets/__init__.py 100.00% <100.00%> (ø)
darts/datasets/dataset_loaders.py 90.90% <85.71%> (-0.59%) ⬇️

... and 5 files with indirect coverage changes

📢 Thoughts on this report? Let us know!

Copy link
Collaborator

@dennisbader dennisbader left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thanks @madtoinou , a notebook for regression models was really needed 🚀
So far, I just added some suggestions for the documentation, will start reviewing the notebook in a bit.

darts/datasets/__init__.py Outdated Show resolved Hide resolved
darts/datasets/__init__.py Outdated Show resolved Hide resolved
darts/datasets/__init__.py Outdated Show resolved Hide resolved
darts/datasets/__init__.py Outdated Show resolved Hide resolved
darts/datasets/__init__.py Outdated Show resolved Hide resolved
docs/source/examples.rst Outdated Show resolved Hide resolved
CHANGELOG.md Outdated Show resolved Hide resolved
CHANGELOG.md Outdated Show resolved Hide resolved
Copy link
Collaborator

@dennisbader dennisbader left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Very nice, thanks a lot @madtoinou 🚀

@dennisbader dennisbader merged commit 09300d9 into master Nov 11, 2023
9 checks passed
@dennisbader dennisbader deleted the feat/regression_model_example branch November 11, 2023 12:00
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
documentation Creating or improving documentation
Projects
Status: Released
Development

Successfully merging this pull request may close these issues.

Prediction based only on covariates Regression model example notebook
3 participants