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functime-org / functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
https://docs.functime.ai
Apache License 2.0
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feat(fractional_differencing): create frac diff plugin #151

Closed ngriffiths13 closed 9 months ago

ngriffiths13 commented 9 months ago

The transformer implementation of frac diff was also replaced with the plugin implementation. The api did not change however.

Reference Issues/PRs

What does this implement/fix? Explain your changes.

Fractional differencing plugin

Any other comments?

abstractqqq commented 9 months ago

I agree. Let's add one test and have this approved.

The error in test code is interesting though: ModuleNotFoundError: No module named 'aeon.transformations.series'

I don't think this is related to this PR. But does anybody know what is aeon?

ngriffiths13 commented 9 months ago

Nothing to add about the implementation. Kudos for writing the docstring as well. Could it be possible to add some tests too?

So there were already tests here from the previous implementation. They still pass. Do you want me to write an explicit test for the plugin? The transformer that uses the plugin is tested

baggiponte commented 9 months ago

I don't think this is related to this PR. But does anybody know what is aeon?

It's a fork of functime.

baggiponte commented 9 months ago

LGTM :)