Jonathan-87

Adding bootstrapping functionnality from residuals of a model

2

It would be interesting to be able to add bootstrapping functionnality from residuals of a model of the time series, this would help : 1. to compute prediction intervals when...

[BUG] Model page indicating that probabilistic forecasting not applicable for AutoARIMA and StatsforecastAutoCES

1

In the model page (https://github.com/unit8co/darts?tab=readme-ov-file#forecasting-models) we can see that for AutoARIMA and StatsforecastAutoCES probabilistic forecasting is set to not applicable but pmdarima and statsforecast support prediction intervals for those so...

It would be useful to add the Non-Parametric Time Series forecaster (NPTS) and seasonal NPTS as baseline methods (example : https://docs.aws.amazon.com/forecast/latest/dg/aws-forecast-recipe-npts.html). There is also a global model that was developed...

### Description It would be interesting to be able to add bootstrapping functionnality from residuals of a model of the time series, this would help : 1. to compute prediction...

Adding support for NPTS and Seasonal NPTS

3

### Description It would be useful to add the Non-Parametric Time Series forecaster (NPTS) and seasonal NPTS as baseline methods (example : https://docs.aws.amazon.com/forecast/latest/dg/aws-forecast-recipe-npts.html). You can find the paper here (https://arxiv.org/pdf/2312.14657.pdf)...

### Description It would be useful to add the Deep Non-Parametric Time Series forecaster (DeepNPTS). You can find the paper here (https://arxiv.org/pdf/2312.14657.pdf) and the model is included in GluonTS. DeepNPTS...

Problem getting fitted values using cross validation with a spark dataframe

2

### What happened + What you expected to happen When using cross validation with a spark dataframe we get an error when we want to recover fitted values saying "Exception:...