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[ENH] Refactor and improve `NaiveForecaster`

Open MatthewMiddlehurst opened this issue 6 months ago • 4 comments

Describe the feature or idea you want to propose

We should refactor the DummyForecaster into NaiveForecaster and improve its features. The variants listed in https://otexts.com/fpp2/simple-methods.html would be a good start.

Describe your proposed solution

  • [x] Refactor to NaiveForecaster
  • [x] Add mean
  • [x] Add seasonality
  • [ ] Add drift
  • [x] Add testing to tests/test_naive.py
  • [x] Update documentation
  • [ ] Add to API page and ensure tidiness

Describe alternatives you've considered, if relevant

No response

Additional context

No response

MatthewMiddlehurst avatar May 19 '25 09:05 MatthewMiddlehurst

@aeon-actions-bot assign @TinaJin0228

TinaJin0228 avatar May 19 '25 13:05 TinaJin0228

I dont think we need all these variants, its just for basic benchmarking

  • [x] refactor dummy to naive, default to predict last seen value
  • [x] add option to predict the series mean
  • [x] add option for seasonal naive: predict the last season value

Makradakis finds seasonality in fit, but for now just pass as a parameter. We can add others later

TonyBagnall avatar May 23 '25 08:05 TonyBagnall

@MatthewMiddlehurst think we can close this now? Further naive would be a separate issue?

TonyBagnall avatar Jul 04 '25 20:07 TonyBagnall

Think this is fine as is

MatthewMiddlehurst avatar Jul 31 '25 08:07 MatthewMiddlehurst