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alteryx / evalml

EvalML is an AutoML library written in python.
https://evalml.alteryx.com
BSD 3-Clause "New" or "Revised" License
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Differentiate regression and forecasting of time series #2085

Open iki77 opened 3 years ago

iki77 commented 3 years ago

Currently, regression models (i,e. LinearRegressor) and forecasting models (I,e, ARIMARegressor) are categorized within regressor estimators,

I think the time series forecasting model should have its own estimator category because the forecasting models should not be used interchangeably with time series and normal data. This is why the sktime also differentiates between forecasting and regression models.

chukarsten commented 3 years ago

@iki77 thanks for bringing this up! We'll triage and prioritize this issue tomorrow.

dsherry commented 3 years ago

Thank you for raising this! Our time series support is currently in beta. Once we add a few more time series estimators, I agree we should figure out what the proper representation should be for those estimators in the inheritance hierarchy.