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Feat/global naive models #2261
Feat/global naive models #2261
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Codecov ReportAttention: Patch coverage is
❗ Your organization needs to install the Codecov GitHub app to enable full functionality. Additional details and impacted files@@ Coverage Diff @@
## master #2261 +/- ##
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- Coverage 93.98% 93.97% -0.02%
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Files 135 136 +1
Lines 13525 13647 +122
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+ Hits 12712 12825 +113
- Misses 813 822 +9 ☔ View full report in Codecov by Sentry. |
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Nice! This will make it much easier for user to implement very simple models as well.
Some small changes and it should be ready for merge.
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LGTM, thanks for this great PR @dennisbader 🚀
Summary
GlobalNaiveAggregate
: Accepts anagg_fn
for aggregating the lastinput_chunk_length
target values. By default it uses the mean. Depending on the input_chunk_length, and output_chunk_length, this model can be identical toNaiveMean
,NaiveMovingAverage
.GlobalNaiveDrift
: Depending on the input_chunk_length, and output_chunk_length, this model can be identical toNaiveDrift
. It also support moving/autoregressive driftGlobalNaiveSeasonal
: Depending on the input_chunk_length, and output_chunk_length, this model can be identical toNaiveSeasonal
. It also supports repeating value mode (output_chunk_length > n (forecast horizon))