Tempor-ai / sybil

SYBIL: The General-Purpose Forecaster
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Preprocessors currently not transforming target value y #114

Open guanth0520 opened 6 months ago

guanth0520 commented 6 months ago

Follow up issue on issue #70 and #82 , also mentioned in #101 Preprocessor transformers is only transforming X for now. Might cause problem if user's dataset only has univariate y without X exogenous variables and has missing values in y.

Possible solution:

  1. Add argument y in fit() and fit_transform(), return X_new, y_new
  2. Add argument y in fit() and fit_transform(), return df_new
  3. run the current structured transformer on X and y separately