Closed ArtemLiA closed 6 days ago
Thank you for you suggestion!
I think that such clarification could be useful in our documentation. But Pipeline
isn't exactly a direct strategy.
forecast
method for the underlying model.In contrast in AutoRegressivePipeline
:
forecast
method for the underlying model for each iteration.If underlying model is autoregressive, the forecasting with Pipeline
will be autoregressive. For example, it is the case SeasonalMovingAverageModel
, SARIMAXModel
.
If underlying model is regressive (sklearn-like), then Pipeline
will make forecasting with simplified direct strategy where we use only one model.
Thanks for the detailed answer! I think we should specify all of the above in the Pipeline
and AutoRegressivePipeline
documentation.
As a possible option, I suggest the documentation descriptions below:
Pipeline Pipeline of transforms with a final estimator. Makes forecast in one iterations, during which applies transforms and makes call for forecast method for model.
AutoRegressivePipeline Pipeline that make regressive models autoregressive. Makes forecast in several iterations, on each of them apllies transforms and predict step values by using forecast method of model.
I think the same information should be added to the documentation of the forecast method for Pipeline
and AutoRegressivePipeline
.
I'm interested in contributing to this issue as a first-time contributor. Therefore, I would like to know if it is possible to update the documentation in accordance with the option I have proposed.
It isn't really convenient to add this information into forecast
method because it is inherited from the base class. We could still add this info into class docstring.
It could also be possible to add "See also" block in Pipeline
which mentions AutoRegressivePipeline
and DirectEnsemble
(and vice versa for other two classes). We could also add a reference to tutorial about strategy.
If you are going to take this issue:
🚀 Feature Request
You should add in the api references a mention in the
Pipeline
documentation (link) that this class implements a direct forecasting strategy. And also, perhaps, you should add a reference toAutoRegressivePipeline
, which implements recursive strategy.Proposal
New documentation for the
Pipeline
class, which contains a reference to the implementation of a direct strategy and a link to theAutoRegressivePipeline
.An example of a new possible description: Pipeline of transforms with a final estimator, which implements direct forecasting strategy. If you are looking for recursive strategy implementation please see
AutoRegressivePipeline
.Test cases
No response
Additional context
No response