General forecaster class

[bmeyers]

We should have a general forecaster class in core.utilities that all specific forecasters subclass.

[bmeyers]

Methods:

• __init__(self, train, test, window=12*5, future=12*3, train_selection='all', test_selection='hourly')
• .make_forecasts()
• .plot_test()
• .calc_mse()

Attributes:

• self.train = train
• self.test = test
• self.window = window
• self.future = future
• self.forecasts = None

[juliohm]

Shouldn't plot_test() and calc_mse() be standalone functions?

[bmeyers]

I think they should be methods on the base class. They could reference standalone function if we want, but the class should have those methods.

[juliohm]

Sounds good, whatever works best for you :blush: It is usually not a good idea in larger projects to break encapsulation with external standalone functions though. This is one of the main limitations of object-oriented programming: the continuous attempt to organize code inside classes and the struggle to decide what should be part or not of the class interface.