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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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Time Series: Sample data to a regular frequency #3165

Closed freddyaboulton closed 2 years ago

freddyaboulton commented 2 years ago

We know that our time series pipelines require data with a regular frequency so that we can correctly specify the values of gap, max_delay, forecast_horizon and build features from these parameters.

Naturally, we need to ask how to handle irregularly spaced data. One thing we can try is sampling to a regular frequency in a component.

https://github.com/dataiku/dss-plugin-timeseries-forecast/blob/main/python-lib/timeseries_preparation/preparation.py

dsherry commented 2 years ago

Love it. Moving to icebox pending further time series discussions