gluonts
gluonts copied to clipboard
awslabs
Add REDSDS code to nursery
Issue #, if available:
Description of changes: Adds the code for our NeurIPS 2021 paper Deep Explicit Duration Switching Models for Time Series to the nursery.
By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.
Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup
Hi @abdulfatir, could you please make sure the style/type checks are OK for this new directory?
@lostella, this is part of Fatir's NeurIPS paper. Can we go ahead and merge this into nursery? Thanks
Hi @abdulfatir, in line with Jasper's comments, could you move the tests to test/nursery and make sure they run in the test runner?
@canerturkmen I removed the test directory and moved it to a standalone script in the main folder. I don't want to add it to the main gluonts tests.
- It looks like gluonts tests are written in a different testing framework, so I don't want to break things.
- The test isn't super important and was mainly intended for our initial tinkering. I can entirely remove it, if you think that's better.
OK fair enough. @jaheba, will merge by EOD today (camera-ready deadline) if no further questions from your end.
Hey @abdulfatir , It looks like the doc tests are still failing. could you take a look, potentially with removing the tests altogether?
Can we move all the runnable scripts to a dedicated bin folder? We can then just exclude all bin folders from the doc building.
@benidis I changed the gluonts functions as we discussed. Please check that the forecasting experiments run as expected, whenever you can. If everything works, we can clean up the requirements file in redsds folder. @jaheba Merging this PR is no longer an immediate priority. We will fix these issues due to gluonts versions first.