Develop #266
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Develop #266
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* feat(pipeline): getter for self._invertible * fix(pipeline invertible): added docs * feat(changelog): Updated changelog
* feat(TimeSeries): added strip method * feat(TimeSeries): added gaps method * feat(TimeSeries): added longest_contigous_slice method * feat(metrics): added nan masking to most metrics (all except mase)
* fix(timeseries_generation): gave datetime attribute columns appropriate names * fix(timeseries_generation): added missing if statement Co-authored-by: Julien Herzen <julien.herzen@unit8.co>
Adding json converting functions Co-authored-by: TheMP <marek.pasieka@gmail.com>
* Added a new TimeSeriesDataset class
* make the DF copy optional in a few places
* time series dataset
* reworked quite a bit ForecastingModel
* change models inheritance
* rename TimeSeriesTrainDataset
* correct a couple of issues
* adapt TorchForecastingModel to training on TimeSeriesTrainDataset
* A few renamings here and there
* Update darts/utils/data/timeseries_dataset.py
Co-authored-by: Tafti Léo <43440848+LeoTafti@users.noreply.github.com>
* Update darts/models/forecasting_model.py
Co-authored-by: Tafti Léo <43440848+LeoTafti@users.noreply.github.com>
* add a base class for ts datasets
* add an implementation of ts dataset
* few renamings
* use new dataset definitions in torch models
* check datasets imports
* some signatures changes
* add a simple time series dataset
* remove comments
* adapt torch model (WIP)
* corrected/simplified horizon dataset
* correct small issues
* correct small issues
* adapt torch forecasting model
* correct more small issues
* a new simple sequential dataset
* WIP on the torch models
* small modifications to torch models
* adapt forecasting models
* implemented shifted dataset for TCNs
* update RNN notebook
* rename output_length into target_length everywhere
* more renaming
* Replaced output_length by target_length
* adapt ensemble models
* renamed output_size to target_size
* import datasets in module
* make current tests pass
* introduce global forecasting model superclass
* small modifications to forecasting model
* rename target_length to output_length
* started reworking datasets and torch model
* avoid handling future covariates for now
* work on torch models and datasets
* solve a few bugs
* solve a few issues
* solve a few issues
* improve datetime attribute series generation
* correct some issues with transformer
* correct some issues with nbeats
* some progress on making TCN compliant
* correct shifted dataset
* corrected horizon based dataset
* remove loss of diff from torch models
* corrected small issues
* rename simple inference dataset
* correct a bug in datasets
* add tests for datasets
* remove use_full_target_length, improve tests
* additional checks in torch model
* adapt tests
* correct a couple of issues
* added new unit tests for global models
* cleaned tests and added timing
* speedup unit tests
* make logging test work
* adapted transformer notebook
* added covariates support to backtesting
* updated RNN notebook
* update TCN notebook
* updated NBEATS notebook
* added a new WIP notebooks for multi-ts training
* clean tests
* remove multivariate examples from workflows
* remove multivariate example from doc
* solve indentation issue in comment
* update torch version
* improve transfer to GPU
* solve a bug using Cuda with N-BEATS
* drastic training performance improvements
* improved print message during training
* correct an issue in smape metric
* import more datasets in init file
* add tutorial notebook on multi-TS
* delete older notebook
* fix images in new notebook
* rename {input,output}_length to {input,output}_chunk_length
* made models input/output dimensions dynamic based on training data
* added multi-time-series notebook to integration tests
* remove default length params in models
* PR comments
* update multi series notebook
* PR comment in notebook
* more reasonable defaults on transformer model
* update multi-ts notebook
* make docs html compile and correct a bug
* update multi-ts notebook
* small updates to notebook
Co-authored-by: Julien Herzen <julien@unit8.co>
Co-authored-by: Tafti Léo <43440848+LeoTafti@users.noreply.github.com>
Co-authored-by: Julien Herzen <julien.herzen@unit8.co>
Co-authored-by: Julien Herzen <julien@unit8.co>
* replace documented notebook * improve comments * Move Enums somewhere else to improve API documentation * improve doc * improve readme * minor improvements in setup * improvements to documentation * improved datasets documentation Co-authored-by: Julien Herzen <julien@unit8.co>
…arts into camilaagw-fix/rename-notebooks
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