Kevin Chen
2e8e3937ef
update time series forecast notebook ( #682 )
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* update forecasting with exogeneous variables example
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update forecasting with exogeneous variables example on website
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* rerun automl_time_series_forecast with new predict function for tft
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* correct spelling error
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
2022-08-13 18:58:45 -07:00
Kevin Chen
f718d18b5e
time series forecasting with panel datasets ( #541 )
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* time series forecasting with panel datasets
- integrate Temporal Fusion Transformer as a learner based on pytorchforecasting
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update test_forecast.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update model.py and test_forecast.py
- remove blank lines
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update model.py to prevent errors
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update automl.py and data.py
- change forecast task name
- update documentation for fit() method
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update test_forecast.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update test_forecast.py
- add performance test
- use 'fit_kwargs_by_estimator'
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* add time index function
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update test_forecast.py performance test
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update data.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update automl.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update data.py to prevent type error
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update setup.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update for pytorch forecasting tft on panel datasets
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update automl.py documentations
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* - rename estimator
- add 'gpu_per_trial' for tft estimator
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update test_forecast.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* include ts panel forecasting as an example
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update model.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update documentations
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update automl_time_series_forecast.ipynb
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update documentations
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* "weights_summary" argument deprecated and removed for pl.Trainer()
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update model.py tft estimator prediction method
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update model.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update `fit_kwargs` documentation
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
* update automl.py
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
Co-authored-by: Chi Wang <wang.chi@microsoft.com >
2022-08-12 08:39:22 -07:00
Chi Wang
e877de6414
use ffill in forecasting example
2022-04-01 09:23:23 -07:00
Kevin Chen
f9eda0cc40
update documentation for time series forecasting ( #472 )
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* update automl.py
- documentation update
* update test_forecast.py
* update model.py
* update automl_time_series_forecast.ipynb
* update time series forecast website examples
Signed-off-by: Kevin Chen <chenkevin.8787@gmail.com >
2022-03-08 11:21:18 -08:00
Chi Wang
6a7caa6a3d
max_iter < 2 -> no search; sign in metric constraints; test and example for forecasting ( #415 )
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* max_iter < 2 -> no search
* use_ray in test
* eval_method in ts example
* check sign of constraints
* test metric constraint sign
2022-01-23 01:24:15 -08:00
Chi Wang
efd85b4c86
Deploy a new doc website ( #338 )
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A new documentation website. And:
* add actions for doc
* update docstr
* installation instructions for doc dev
* unify README and Getting Started
* rename notebook
* doc about best_model_for_estimator #340
* docstr for keep_search_state #340
* DNN
Co-authored-by: Qingyun Wu <qingyun.wu@psu.edu >
Co-authored-by: Z.sk <shaokunzhang@psu.edu >
2021-12-16 17:11:33 -08:00
