Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.
https://nixtlaverse.nixtla.io/mlforecast
Apache License 2.0
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Prediction intervals for machine learning models #196

Closed narencastellon closed 1 year ago

narencastellon commented 1 year ago

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jmoralez commented 1 year ago

Hey @Naren8520, can you please rename this notebook to use underscores (prediction_intervals_in_forecasting_models), move it to the nbs/docs folder and add it to the nbs/sidebar.yml file?

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jmoralez commented on 2023-09-06T22:14:26Z ----------------------------------------------------------------

This should be "Installing mlforecast"


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jmoralez commented on 2023-09-06T22:14:27Z ----------------------------------------------------------------

I think this can be deleted


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jmoralez commented on 2023-09-06T22:14:28Z ----------------------------------------------------------------

We don't have statsmodels as a dependency so this will likely fail if it was tested. You can add the statsmodels library to the environment.yml file


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jmoralez commented on 2023-09-06T22:14:29Z ----------------------------------------------------------------

plotly is not used so please remove those imports. also the rcParams is available in matplotlib, so you could use plt.rcParams instead (to remove the pylab import)


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jmoralez commented on 2023-09-06T22:14:29Z ----------------------------------------------------------------

This isn't exactly true. We need those three columns but they can have other names. Also the ds can be an integer.


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jmoralez commented on 2023-09-06T22:14:30Z ----------------------------------------------------------------

You can avoid this by using parse_dates=['ds'] in the read command above


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jmoralez commented on 2023-09-06T22:14:31Z ----------------------------------------------------------------

You can delete this cell as well if you use the parse_dates


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jmoralez commented on 2023-09-06T22:14:32Z ----------------------------------------------------------------

Please use utilsforecast.plotting.plot_series here.


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jmoralez commented on 2023-09-06T22:14:33Z ----------------------------------------------------------------

It's preferable to use snake_case everywhere, so please rename this to augmented_dickey_fuller_test


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jmoralez commented on 2023-09-06T22:14:33Z ----------------------------------------------------------------

Line #1.    from statsmodels.tsa.seasonal import seasonal_decompose 

please move this import to the start of the notebook


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jmoralez commented on 2023-09-06T22:14:34Z ----------------------------------------------------------------

Line #1.    from statsmodels.tsa.seasonal import seasonal_decompose 

remove this import


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jmoralez commented on 2023-09-06T22:14:35Z ----------------------------------------------------------------

This can be achieved with utilsforecast.plotting.plot_series(train, test)


Naren8520 commented on 2023-09-07T20:23:08Z ----------------------------------------------------------------

I think the function does not display both sets, or if it displays it, it cannot be seen because of the color