Support time series forecasting for discrete target variable (#416)

* support 'ts_forecast_classification' task to forecast discrete values

* update test_forecast.py
- add test for forecasting discrete values

* update test_model.py

* pre-commit changes
This commit is contained in:
Kevin Chen
2022-01-24 21:39:36 -05:00
committed by GitHub
parent 4814091d87
commit 81f54026c9
9 changed files with 140 additions and 56 deletions

View File

@@ -12,7 +12,7 @@ from flaml.model import (
RandomForestEstimator,
Prophet,
ARIMA,
LGBM_TS_Regressor,
LGBM_TS,
)
@@ -98,7 +98,7 @@ def test_prep():
# X_test needs to be either a pandas Dataframe with dates as the first column or an int number of periods for predict().
pass
lgbm = LGBM_TS_Regressor(optimize_for_horizon=True, lags=1)
lgbm = LGBM_TS(optimize_for_horizon=True, lags=1)
X = DataFrame(
{
"A": [