unit8co
Timeseries classification forecasting
Is your feature request related to a current problem? Please describe. Timeseries classification is not feasible in Darts, IoT has excellent data quality and interesting business cases, we've used Darts many times for regression achieving great results in short time, classification should be a feature in the roadmap since its becoming more important each day.
Describe proposed solution Being the head of the neural the network, I propose creating a subset of models that can tackle classification, RandomForest and Regresinos with scikit learn could raise a first a opportunity to have time series classification.
Describe potential alternatives As a first approach Darts could take this as a regression problem with a distribution of probability between 0 and 1, and using a function like softmax to adjust to it to a class.
Additional context
I agree that there is a specific set of problems that are a combination of time series forecasting and classification. Dart's is almost there to be the go-to solution for these problems.
What do you think @madtoinou and @dennisbader, is this something that could fit in the projects scope?
I looked into this for my own needs and its possible to convert LightGBMModel into classifier by simply replacing lgb.LGBMRegressor with lgb.LGBMClassifier as the underlying model when LightGBMModel is initialized:
super.init():
....
model=lgb.LGBMClassifier(**self.kwargs)
....
This is a hack but if you feel like it, I can look into turning this into an actual feature. I would need some insight though on how you see the classifiers would fit into the current architecture.
