add DistributedMLForecast.update

Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.

https://nixtlaverse.nixtla.io/mlforecast

Apache License 2.0

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add DistributedMLForecast.update #324

Closed jmoralez closed 4 months ago

jmoralez commented 4 months ago

Description

Adds the MLForecast.update and DistributedMLForecast.update methods. The first one is only a wrapper of MLForecast.ts.update, the second one broadcasts the new dataframe to all workers where each one slices its corresponding partition and updates the series accordingly.

Fixes #317

Checklist:

[x] This PR has a meaningful title and a clear description.
[x] The tests pass.
[x] All linting tasks pass.
[x] The notebooks are clean.

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