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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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Add `plot_interval_forecasts` function #39

Open topher-lo opened 1 year ago

topher-lo commented 1 year ago

Rationale

We currently have plot_forecasts function in functime.plotting. However, we also support probablistic forecasts (see forecaster.conformalize. We need to do a better job promoting this functionality. The best way is through a chart!

Prior Art

Let's just use this code example from https://plotly.com/python/continuous-error-bars/

Challanges

Plotting multiple forecasts at once. To do this, just reuse the multi-plot code from the other plotting functions.

baggiponte commented 1 year ago

Would love to work on this! How would you like to implement this? The way I see it is a separate function à la plot_intervals, rather than an argument for plot_forecasts. What do you think?

topher-lo commented 1 year ago

I agreed. Separate function will be clearer 👍

baggiponte commented 11 months ago

Adding this to the milestone of 0.10, hope we can ship it with that :) Hopefully will have time to work on this in the upcoming days.