JSzitas / soothsayer

Automatic Time Series Forecasting and Ensembling via Meta-learning
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Soothsayer created from already fitted models #1

Closed JSzitas closed 2 years ago

JSzitas commented 2 years ago

It is quite obnoxious having to retrain many individual models (if using soothsayer for model combining/selection)

A quick sketch of an interface around this:

Take a mdl_df object, and add a new column for soothsayer by calling some function, i.e.

add_soothsayer( mdl_df, soothsayer_model, ... )

and potentially have it look for models it would be missing (and compute those) or have it take the fitted models (and combine them).

JSzitas commented 2 years ago

Resolved as of ecbc77a0022d3f921e5f82b83ea72c106ea88068