Adds a moving average forecast model
Fixes #951.
Summary
Adds a moving average forecast model as it is currently missing (although there exists a moving average filter model).
The added model is named MovingAverageForecaster to not be confused with the filtering model.
Other Information
- Renames the
models.filtering.MovingAveragemodel tomodels.filtering.MovingAverageFilter. The naming follows the same naming scheme asKalmarFilter/KalmerForecasterwhich also has both one filtering and one forecasting model. - This implementation extends
ForecastingModelso only supports univariate time series. This maybe could be extended to the multivariate case if wanted.
Codecov Report
Base: 93.74% // Head: 93.74% // Increases project coverage by +0.00% :tada:
Coverage data is based on head (
b3d1e32) compared to base (28ca88d). Patch coverage: 100.00% of modified lines in pull request are covered.
Additional details and impacted files
@@ Coverage Diff @@
## master #1201 +/- ##
=======================================
Coverage 93.74% 93.74%
=======================================
Files 83 84 +1
Lines 8407 8413 +6
=======================================
+ Hits 7881 7887 +6
Misses 526 526
| Impacted Files | Coverage Δ | |
|---|---|---|
| darts/models/__init__.py | 90.00% <100.00%> (+0.25%) |
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| darts/models/filtering/moving_average.py | 100.00% <100.00%> (ø) |
|
| darts/models/forecasting/moving_average.py | 100.00% <100.00%> (ø) |
|
| darts/timeseries.py | 92.23% <0.00%> (-0.07%) |
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| ...arts/models/forecasting/torch_forecasting_model.py | 87.45% <0.00%> (-0.05%) |
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| darts/models/forecasting/block_rnn_model.py | 98.24% <0.00%> (-0.04%) |
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| darts/models/forecasting/nhits.py | 99.27% <0.00%> (-0.01%) |
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| darts/datasets/__init__.py | 100.00% <0.00%> (ø) |
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I'm closing this one for now. There's a discussion ongoing here https://github.com/unit8co/darts/issues/951 We can reopen this PR later on if it makes sense.