window transforms as "encoders"

[hrzn]

Right now we have a transformer for window transforms. It'd be nice to also have an add_encoders-equivalent way to specify window transforms, in order to make them work out of the box with auto-regressive models. It can be re-using the add_encoders argument, or maybe introducing a new add_window one.

[nagydavid]

is there anyone working on this actively or is just in the pipeline. I am interested to add it, but I need definitely some initial guidance.

[nagydavid]

Hi All, is there any update on this task?

[madtoinou]

Hi @nagydavid,

This feature is still open to grab. Would you be interested in contributing?

[nagydavid]

@madtoinou I am still up for it, I am on holiday, when I get back I will look into it :)

[wojnarabc]

Would be great to have capability of do window calculations on the fly. Keeping fingers crossed for this one :)

[GunZerker-data]

Hi all, many thanks for your work, DarTS is very useful to me on a daily basis ! Can't wait to try out this new feature, which is very useful for purely autoregressive time series :)

[Jonathan-87]

Hi @madtoinou do you think this feature will be available in a near future ?

[madtoinou]

It's currently being partially implemented in PR #2021 (for historical_forecasts() methods).

Once it's merged, we'll try to extend it to the models themselves but difficult to tell if it'll be part of the next release.