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Refactor/metrics #2284

Merged
merged 40 commits into from
Apr 4, 2024
Merged

Refactor/metrics #2284

merged 40 commits into from
Apr 4, 2024

Commits on Mar 4, 2024

  1. metrics: avoid series intersection if they share the same time index

    @dennisbader
    dennisbader committed Mar 4, 2024
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Commits on Mar 5, 2024

  1. Merge branch 'master' into refactor/metrics

    @dennisbader
    dennisbader committed Mar 5, 2024
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Commits on Mar 6, 2024

  1. move timerseries utils to ts_utils.py

    @dennisbader
    dennisbader committed Mar 6, 2024
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  2. move around helper functions to import utils from timeseries

    @dennisbader
    dennisbader committed Mar 6, 2024
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Commits on Mar 11, 2024

  1. improve time series slicing

    @dennisbader
    dennisbader committed Mar 11, 2024
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  2. add unit tests for slice intersect

    @dennisbader
    dennisbader committed Mar 11, 2024
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  3. add test for multivariate series

    @dennisbader
    dennisbader committed Mar 11, 2024
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  4. add tests for slice intersect values

    @dennisbader
    dennisbader committed Mar 11, 2024
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  5. replace raise_if_not in favor of raise_log

    @dennisbader
    dennisbader committed Mar 11, 2024
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Commits on Mar 12, 2024

  1. update metrics docs

    @dennisbader
    dennisbader committed Mar 12, 2024
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  2. update all metrics logic

    @dennisbader
    dennisbader committed Mar 12, 2024
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Commits on Mar 13, 2024

  1. fix quantile_loss

    @dennisbader
    dennisbader committed Mar 13, 2024
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Commits on Mar 14, 2024

  1. fix notebooks

    @dennisbader
    dennisbader committed Mar 14, 2024
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  2. update changelog

    @dennisbader
    dennisbader committed Mar 14, 2024
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  3. Merge branch 'master' into refactor/metrics

    @dennisbader
    dennisbader committed Mar 14, 2024
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Commits on Mar 16, 2024

  1. Merge branch 'master' into refactor/metrics

    @dennisbader
    dennisbader committed Mar 16, 2024
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Commits on Mar 17, 2024

  1. refactor backtest

    @dennisbader
    dennisbader committed Mar 17, 2024
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  2. update docs

    @dennisbader
    dennisbader committed Mar 17, 2024
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Commits on Mar 18, 2024

  1. update returns docs for metrics

    @dennisbader
    dennisbader committed Mar 18, 2024
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  2. refactor backtest

    @dennisbader
    dennisbader committed Mar 18, 2024
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  3. refactor wrappers to support metrics with insample

    @dennisbader
    dennisbader committed Mar 18, 2024
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  4. update changelog

    @dennisbader
    dennisbader committed Mar 18, 2024
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Commits on Mar 19, 2024

  1. add more tests for metric output shapes

    @dennisbader
    dennisbader committed Mar 19, 2024
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Commits on Mar 20, 2024

  1. sanity checks for reduction functions

    @dennisbader
    dennisbader committed Mar 20, 2024
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Commits on Mar 21, 2024

  1. add new metrics

    @dennisbader
    dennisbader committed Mar 21, 2024
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  2. update docs

    @dennisbader
    dennisbader committed Mar 21, 2024
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Commits on Mar 22, 2024

  1. make ForecastingModel.residuals work with multivariate series, custom… 

    … metrics, pre computed hist fcs, ...
    @dennisbader
    dennisbader committed Mar 22, 2024
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Commits on Mar 23, 2024

  1. make hist fc and backtest output consistent

    @dennisbader
    dennisbader committed Mar 23, 2024
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Commits on Mar 24, 2024

  1. add historical forecasts tests for output type

    @dennisbader
    dennisbader committed Mar 24, 2024
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Commits on Mar 25, 2024

  1. improve backtest

    @dennisbader
    dennisbader committed Mar 25, 2024
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Commits on Mar 26, 2024

  1. update changelog

    @dennisbader
    dennisbader committed Mar 26, 2024
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  2. scaled metrics now accept that are overlapping into

    @dennisbader
    dennisbader committed Mar 26, 2024
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  3. added support for scaled metrics to backtest and metric_kwargs

    @dennisbader
    dennisbader committed Mar 26, 2024
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  4. update changelog

    @dennisbader
    dennisbader committed Mar 26, 2024
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  5. add unit tests for ts utils

    @dennisbader
    dennisbader committed Mar 26, 2024
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Commits on Mar 27, 2024

  1. multiply quantile loss by 2

    @dennisbader
    dennisbader committed Mar 27, 2024
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  2. fix notebooks p1

    @dennisbader
    dennisbader committed Mar 27, 2024
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  3. last changes for PR review

    @dennisbader
    dennisbader committed Mar 27, 2024
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Commits on Apr 4, 2024

  1. apply suggestions from pr review

    @dennisbader
    dennisbader committed Apr 4, 2024
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  2. udpate quickstart notebook

    @dennisbader
    dennisbader committed Apr 4, 2024
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