functime
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Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
## Reference Issues/PRs ## What does this implement/fix? Explain your changes. Now all tests in test_tsfresh.py should pass. 1. I am not sure about the necessity of "test_ratio_beyond_r_sigma_nan_case". The "nan_case"...
## Reference Issues/PRs Fixes #205 ### Summary This pull request introduces the initial implementation of the `lags=None` feature, which currently only functions with the `strategy="recursive"` setting. If this approach meets...
**Description:** I am proposing an enhancement for the `Forecaster` class in the `functime` library, specifically to support setting `lags=0` in classes that inherit from `Forecaster`, such as `linear_model`. Currently, it...
rust plugins are great, but perhaps they should live in their standalone functime-core pypi package. at least to make the CI run faster. EDIT: this could also be made as...
Issue tracker for "100%"-ish annotations in code. This can be quite time consuming (some modules, such as preprocessing, are 2k+ LoC) but is a good exercise to familiarise with the...
In the discord server, a while ago we mentioned the possibility of generating CV splits based on time intervals (e.g. the first day of the month or week). This might...
Return the forecast prediction intervals in the wide format, not long (i.e. every quantile is a column not a row). Assigning to milestone 0.10 as it is a "breaking change"....
**Is your feature request related to a problem? Please describe.** I want to make it easy for people to bring their own models and plug them into our framework to...
Run automatically ruff/precommit hooks and tools to scout broken urls. @FBruzzesi do you have a couple of references?
We mention and use the coefficient of variation more than once, such as [here](https://docs.functime.ai/notebooks/preprocessing/#preprocessing-examples). It would be interesting to have a `evaluation.rank_cv` function to see what entities in a panel...