Pedro Capelastegui

Results 38 issues of Pedro Capelastegui

At the moment, run_forecast takes candidate trend and seasonality models, and fits all possible combinations. This gets very inefficient as new models are introduced. We should move towards a stepwise...

Current implementation of model_decay uses 4 parameters. We can remove at least one safely.

column params_str in the forecast metadata table currently has the following format: ``` [-4.3e+02 -2.4e-04 5.3e+02] ``` We could make it more useful by adding commas: ``` [-4.3e+02 -2.4e-04 5.3e+02]...

We are using the following custom model: ```python model_step_lockdown = forecast_models.get_model_step_date('2020-03-16') forecast_models.model_linear+model_step_lockdown ``` On the initial value check, we get an out of bounds errors: ``` AssertionError: Initial guess outside...

Output index should probably be named 'date' or 'x', depending on the case.

There should be an email address or mailing list for users to submit questions or comment topics that fall out of the scope of github issues.

Found some use cases with hourly sampled data - time to implement the hourly seasonal model

enhancement

Our prediction intervals sometimes have a trend, suggesting that the residuals for that model have a non-zero null. This points to a sub-optimal fit - we should check for it...

enhancement

This is not intended. We need to constrain this model to only fit seasonality for periods up to a year. ![image](https://user-images.githubusercontent.com/2239771/70726413-eef7bd80-1cf5-11ea-964b-56be10f2b708.png)

bug

in run_forecast(), parameter date_start_actuals can be used to ignore actuals samples before a specific date. Currently, we just filter out data before that date. It would be best to use...

enhancement