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sktime / skpro

A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python
https://skpro.readthedocs.io/en/latest
BSD 3-Clause "New" or "Revised" License
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[ENH] support for row multi-index in distributions #212

Open fkiraly opened 8 months ago

fkiraly commented 8 months ago

Distributions should be able to support a row multi-index, i.e., pd.MultiIndex - as in sktime hierarchical and panel data.

This is probably automatic for most distributions, but not immediate for, e.g., Empirical, where parameterization is in terms of additional index levels.

In addition, testing should be carried out with multi-index examples in the general suite.

Related: PR in sktime which adds multiindex support to Empirical https://github.com/sktime/sktime/pull/6066

fkiraly commented 2 weeks ago

@SaiRevanth25, have you pasted our notes from the tech meeting somewhere?

SaiRevanth25 commented 2 weeks ago

yes, just pasted it in the issue #340