Jonathan Hugenschmidt

Feat/Enable no lags in Forecaster class

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## 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...

Allow `lags=0` in linear_model Class for Standard Regression Functionality

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**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...

Enhanced Feature Selection for (Economic) Data in Models

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**Background and Problem Statement** Incorporating economic data into models is often challenging, particularly in deciding which features to include. This decision-making process can benefit from a more standardized and automated...

fix: Updated join key in transform_new function in scale transformer

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Fixes #227 ## What does this implement/fix? Explain your changes. This pull request resolves an issue in the `transform_new` function of the scale transformer module, where an error occurred during...

fix: numpy precision

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Fixes #225 ## Summary Changes precision from float32 to float64 for conversion from polars DataFrame to numpy ndarray

**Describe the bug** The use of `float32` precision in the `X_to_numpy` and `y_to_numpy` functions leads to numerical problems when fitting the elastic_net_cv forecaster. This reduced precision causes a ValueError in...

Error in transform_new Function Due to Index Column Mismatch in Scale Transformer

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**Describe the bug** The `transform_new` function of the scale transformer in the functime preprocessing module fails during execution. This issue arises when the function attempts to join the `X` DataFrame...