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Feat/model deeptime #1329

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Feat/model deeptime #1329

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b15d8bb
implementation of the deeptime forecasting model, creation of the ass…
madtoinou Oct 26, 2022
0492472
updated the init file
madtoinou Oct 27, 2022
4f24cb6
attempt to implement the optimizer described in the original article
madtoinou Oct 27, 2022
6035336
changed the approach for optimizer definition, now overriding the con…
madtoinou Oct 27, 2022
3db5d14
corrected small typos in the documentation
madtoinou Oct 27, 2022
d52f231
improved variable naming for the schedulers
madtoinou Oct 27, 2022
e13ed57
simplified the model implementation based on the article pseudo code …
madtoinou Oct 27, 2022
00e7f18
reverted input_length_chunck to values identical to the nbeats tests
madtoinou Oct 27, 2022
9903435
improved the docstring
madtoinou Oct 28, 2022
470bb08
simplified logic around default arguments for optimizers and lr_sched…
madtoinou Oct 31, 2022
be7239e
corrected test file according to reviwer comments
madtoinou Nov 7, 2022
db96dd5
Merge branch 'master' into feat/model-deeptime
madtoinou Nov 7, 2022
19104fc
correction according to reviewer comments: DeepTime was added to test…
madtoinou Nov 16, 2022
fead1ea
fix: added transpose in the target array for multivariate test and in…
madtoinou Nov 16, 2022
56dc64e
feat: draft of the probabilistic predictions for deeptime, tests are …
madtoinou Nov 16, 2022
4351ec5
forgot to set the random_state in the test_probabilistic_models for D…
madtoinou Nov 17, 2022
f81ccbc
fix: removed outdated comment, added comment about optimizer and sche…
madtoinou Nov 25, 2022
8f301da
merged with master
madtoinou Nov 25, 2022
bff3b66
corrected tests after adding a check on the value of n_epochs compare…
madtoinou Nov 25, 2022
9b167a8
Merge branch 'master' into feat/model-deeptime
hrzn Nov 26, 2022
4e49eb3
Merge branch 'master' into feat/model-deeptime
hrzn Nov 27, 2022
3f9e944
fix: corrected msising parenthesis due to auto-merging
madtoinou Nov 28, 2022
ea19348
Merge branch 'master' into feat/model-deeptime
hrzn Nov 28, 2022
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2 changes: 1 addition & 1 deletion darts/dataprocessing/transformers/scaler.py
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Original file line number Diff line number Diff line change
Expand Up @@ -73,7 +73,7 @@ def __init__(
>>> print(min(series_transformed.values()))
[-1.]
>>> print(max(series_transformed.values()))
[2.]
[1.]
"""

super().__init__(name=name, n_jobs=n_jobs, verbose=verbose)
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2 changes: 1 addition & 1 deletion darts/models/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -29,13 +29,13 @@

try:
from darts.models.forecasting.block_rnn_model import BlockRNNModel
from darts.models.forecasting.deeptime import DeepTimeModel
from darts.models.forecasting.nbeats import NBEATSModel
from darts.models.forecasting.nhits import NHiTSModel
from darts.models.forecasting.rnn_model import RNNModel
from darts.models.forecasting.tcn_model import TCNModel
from darts.models.forecasting.tft_model import TFTModel
from darts.models.forecasting.transformer_model import TransformerModel

except ModuleNotFoundError:
logger.warning(
"Support for Torch based models not available. "
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