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Feature/four theta#123

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Droxef merged 49 commits intodevelopunit8co/darts:developfrom feat/FourThetaunit8co/darts:feat/FourThetaCopy head branch name to clipboardJul 20, 2020

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Commits on Jul 3, 2020

• feat(4Theta): naive implementation of 4Theta model

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• fix(theta): avoid NaN values in theta, and unnecessary season test

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• feat(gridsearch): add possibility to compare with model.fitted_values

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• feat(4theta): add a method to auto select best model

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• Merge branch 'develop' of https://github.com/unit8co/darts into feat/FourTheta

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• refactor(4Theta): Specify univariate model

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• style(4Theta): Fix linter

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• style(4Theta): fix docstring

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• style(4Theta): Fix docstring

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• style(4Theta): Change link

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• style(4Theta): Correct docstring

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Commits on Jul 6, 2020

• style(4theta): correct ticks in docstring

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Commits on Jul 7, 2020

• Merge branch 'develop' of https://github.com/unit8co/darts into feat/FourTheta

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• Merge branch 'develop' of https://github.com/unit8co/darts into feat/FourTheta

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• refactor(4Theta): change different modes verification and add Enum

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Commits on Jul 8, 2020

• refactor(theta): replace all string modes by Enum

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• test(backtesting): Add a test to verify if fitted_values exist

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• Fix(Theta): Correct all Enums

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• fix(Theta): compare with enum members value instead. Correct some minor bugs

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• fix(4theta): move the creation of enums in init file

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• test(4theta): Add 4Theta to autoregressive test. Move Enums to top init file

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• test(4theta): Add 4Theta specific test

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• style(backtesting): fix lint

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Commits on Jul 9, 2020

• test(4theta): Add another exception to test

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Commits on Jul 13, 2020

• ref(4Theta): mode.fitted_values is now a TimeSeries to be consistent

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• style(Theta): rename mode to season_mode to be consistent w/ FourTheta

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• Merge branch 'develop' of https://github.com/unit8co/darts into feat/FourTheta

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• docs(thetas): correct errors in the different docs

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• refactor(4Theta): Correct

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• refactor(backtesting): add a 'use_fitted_values' parameter

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• fix(4theta): correct select_best_model

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• test(4Theta): add a test for zero mean and correct others

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Commits on Jul 14, 2020

• Merge branch 'develop' of https://github.com/unit8co/darts into feat/FourTheta

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• style(backtesting): linter formatting

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Commits on Jul 16, 2020

• refactor(4Theta): change Enums names, correct theta and backtesting docs

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• refactor(4theta): move creation of fitted_values timeseries to backtesting

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• Merge branch 'develop' of https://github.com/unit8co/darts into feat/FourTheta

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• refactor(statistics): include Enums in extract and remove functions

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• refactor(4Theta): check earlier if univariate

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• test(4Theta): correct backtesting and test best_model

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• test(4Theta): add new modes in test models

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• docs(4theta): Add a disclaimer for 4theta performance

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• refactor(Theta): change theta to have the same behavior as FourTheta

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• examples(darts-intro): modify notebook to give the same results

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• style(4Theta): correct deprecation warning for logger.warn

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Commits on Jul 17, 2020

• Merge branch 'develop' into feat/FourTheta

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Commits on Jul 20, 2020

• style(4theta): move comment to backtesting

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• Merge branch 'feat/FourTheta' of https://github.com/unit8co/darts into feat/FourTheta

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• Merge branch 'develop' of https://github.com/unit8co/darts into feat/FourTheta

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