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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Support bring your own model #154

Open ngriffiths13 opened 6 months ago

ngriffiths13 commented 6 months ago

Is your feature request related to a problem? Please describe. I want to make it easy for people to bring their own models and plug them into our framework to make it easy to build and test forecasters and models on time series data.

Describe the solution you'd like It would be nice to have 2 layers of abstraction:

  1. We build everything. Just tell us what model you want and a few basic details and we will run everything.
  2. Bring your own model, and use our boilerplate code. We have nice transformations, cross val, prediction frameworks, etc.

Describe alternatives you've considered The other option is to allow the library to explode with model options, or just say we won't support anything we don't what to.

Additional context