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Feat/global naive models #2261

Merged
merged 17 commits into from Mar 4, 2024
Merged

Feat/global naive models #2261

merged 17 commits into from Mar 4, 2024

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dennisbader
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Summary

  • Adds global naive models that can predict on single, multiple, uni- and or multivariate series.
    • GlobalNaiveAggregate: Accepts an agg_fn for aggregating the last input_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 to NaiveMean, NaiveMovingAverage.
    • GlobalNaiveDrift: Depending on the input_chunk_length, and output_chunk_length, this model can be identical to NaiveDrift. It also support moving/autoregressive drift
    • GlobalNaiveSeasonal: Depending on the input_chunk_length, and output_chunk_length, this model can be identical to NaiveSeasonal. It also supports repeating value mode (output_chunk_length > n (forecast horizon))

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codecov-commenter commented Mar 1, 2024

Codecov Report

Attention: Patch coverage is 92.85714% with 12 lines in your changes are missing coverage. Please review.

Project coverage is 93.97%. Comparing base (4de71e4) to head (5d1624e).

Files Patch % Lines
darts/models/forecasting/global_baseline_models.py 92.37% 9 Missing ⚠️
...arts/models/forecasting/torch_forecasting_model.py 94.28% 2 Missing ⚠️
darts/utils/historical_forecasts/utils.py 50.00% 1 Missing ⚠️

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Additional details and impacted files
@@            Coverage Diff             @@
##           master    #2261      +/-   ##
==========================================
- Coverage   93.98%   93.97%   -0.02%     
==========================================
  Files         135      136       +1     
  Lines       13525    13647     +122     
==========================================
+ Hits        12712    12825     +113     
- Misses        813      822       +9     

☔ View full report in Codecov by Sentry.
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@madtoinou madtoinou left a comment

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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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@madtoinou madtoinou left a comment

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LGTM, thanks for this great PR @dennisbader 🚀

@dennisbader dennisbader merged commit 3803cbe into master Mar 4, 2024
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@dennisbader dennisbader deleted the feat/global_naive_models branch March 4, 2024 18:08
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3 participants