tuomijal

icon indicating a website link https://www.linkedin.com/in/jalmari-tuominen/ icon indicating an email [email protected]

icon company Tampere University icon location Tampere icon location MD | doctoral student

Results 2 issues of tuomijal

[FEATURE] Include val_series in historical_forecasts if retrain=True

2 comment

**Is your feature request related to a current problem? Please describe.** Currently [`historical_forecasts`](https://github.com/unit8co/darts/blob/2f7c9dbb0e9e281cb1d74d609748a2b84fcec969/darts/models/forecasting/forecasting_model.py#L587) function's `retrain` parameter only generates `train_series` in the cross-validation loop. This is a problem if we want...

feature request

[FEATURE] Scaler with rolling/expanding window to eliminate look ahead bias

11 comment

**Problem description** Currently, [Scaler](darts/dataprocessing/transformers/scaler.py) transforms input series "globally", meaning that all values of the input vector are considered: ```python from darts.dataprocessing.transformers import Scaler from darts import TimeSeries scaler = Scaler()...

feature request
improvement