heidelbergcement / hcrystalball

A library that unifies the API for most commonly used libraries and modeling techniques for time-series forecasting in the Python ecosystem.
https://hcrystalball.readthedocs.io/
MIT License
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[FEATURE] Add detrend transformer to model_selection for pipelines with random forest #47

Open MichalChromcak opened 3 years ago

MichalChromcak commented 3 years ago

Is your feature request related to a problem? Please describe. For some of the time-series, Pipelines with random forest models do not perform well due to trend in the data (can't predict values bigger, than seen during training)

Describe the solution you'd like Add detrend transformer to bring the possibility for such pipelines

Describe alternatives you've considered Implement/import detrend from sktime

Additional context Let's decide whether to implement or import detrend from other libraries along with the possibility for other provided transformers (e.g. sktime, scikit-lego, etc.)