Adds the update method to the target transformations which will be used when calling TimeSeries.update to apply the transformations to new values. Currently only Differences actually updates its stored values, since the impact of not doing it would be greater than for the scalers (so the scalers only transform the new values and keep their original parameters).
The update method isn't declared as abstract in the BaseTargetTransform class in order to not make this a breaking change. If someone wants to use a custom target transformation with TimeSeries.update they should define the update method, otherwise a NotImplementedError will be raised.
Fixes #292
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Description
Adds the
update
method to the target transformations which will be used when callingTimeSeries.update
to apply the transformations to new values. Currently onlyDifferences
actually updates its stored values, since the impact of not doing it would be greater than for the scalers (so the scalers only transform the new values and keep their original parameters).The
update
method isn't declared as abstract in theBaseTargetTransform
class in order to not make this a breaking change. If someone wants to use a custom target transformation withTimeSeries.update
they should define the update method, otherwise aNotImplementedError
will be raised.Fixes #292
Checklist: