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Dear colleagues,
I am working with a problem where I do need to predict the performance of a financial portfolio formed by different assets. As of today I am approaching this as a combination of a …
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The following typos are present in the `sktime` repository as of commit 4be3b36. Both of these commands are executed from repository root in a fresh shallow clone.
As identified by `typos --lo…
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https://github.com/alan-turing-institute/sktime/blob/87bdf36dbc0990f29942eb6f7fa56a8e6c5fa7b7/sktime/forecasting/compose/_pipeline.py#L235
Similar to `TransformedTargetForecaster` (below), implemen…
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非常感谢你们的工作,很系统并有指导意义,相信持续更新可以做成相关领域的重要指南。根据我个人的经验有几个模型,可能会有更亮眼表现。
1. StemGNN: Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting
2. TS2VEC:Learning Timestamp-Level Repres…
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### What happened + What you expected to happen
The TopDown methods:
- proportion_averages
- average_proportions
Are broken after version 0.2.1.
Error output:
```
KeyError …
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I've mentioned few limitations in the first draft of the adapter added in #5962. This issue is to discuss and track these enhancements.
- [ ] support of static (constant over time) exogenous featur…
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Hello,
@amlrelsa-ms, @jialiu103 ,I have a suggestion for Custom Hierarchical Time series forecasting
[Reproducing the steps as mentioned in the notebook ](https://github.com/Azure/MachineLearningN…
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Hello,
I am receiving an error when using the reconcile() function. I am performing hierarchical forecasting on a data set with many hierarchical levels.
```
tic()
fit %
model(arima = A…
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**Is your feature request related to a problem? Please describe.**
The need for access to internal data arise from multiple angels:
- Rolling update: Each forecaster has an update method to update…
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@mattiasatqubes opened a PR with an attempted fix for `ForecastKnownValues` for hierarchical and panel data here: https://github.com/sktime/sktime/pull/5256
although there was't a bug report - stil…