search

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
1.02k stars 55 forks source link

detrend as expr, bug fixes #155

Closed abstractqqq closed 9 months ago

abstractqqq commented 9 months ago

Reference Issues/PRs

https://github.com/functime-org/functime/issues/141

What does this implement/fix? Explain your changes.

Fixed rolling and detrend. Now tests are passing. They broke because Polars changed behavior of rolling and group_by_dynamic a long time ago.

Also added a detrend as an expression, which is only meant for one time usage.

Also fixed a few bugs in test_tsfresh too (again maybe because some null behavior changed in recent versions of Polars)

Any other comments?

Now test_preprocessing and test_tsfresh should all pass.