awslabs / gluonts

Probabilistic time series modeling in Python
https://ts.gluon.ai
Apache License 2.0
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Add Seasonal Aggregate Predictor #3162

Closed rshyamsundar closed 2 months ago

rshyamsundar commented 2 months ago

Issue #, if available:

Description of changes: Another simple model whose prediction is an aggregate of past values according to the seasonality. The number of seasons as well as the aggregate function can be provided. The special case num_seasons = 1 corresponds to the SeasonalNaive predictor.

Added several test cases for different aggregate functions including the following edge cases:

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