faster MLForecast.preprocess

Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.

https://nixtlaverse.nixtla.io/mlforecast

Apache License 2.0

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Closed jmoralez closed 1 year ago

jmoralez commented 1 year ago

Refactors TimeSeries._fit and TimeSeries._transform to speed up MLForecast.preprocess.

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