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Improvement/statsforecastets: make sf_ets probabilistic + add future_covariate support for sf_ets + add AutoTheta #1476

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3e571c3
StatsForecastETS now is probabilistic in the same way as StatsForecas…
Beerstabr Jan 5, 2023
0a2bd18
Merge pull request #1 from Beerstabr/master
Beerstabr Jan 5, 2023
60253a5
include future covariates in sf_ets
Beerstabr Jan 6, 2023
c7f20a3
sf_ets with future_covariates works.. probably it is underestimating …
Beerstabr Jan 7, 2023
ece2bad
Create separate file for StatsForecast models and extract some functi…
Beerstabr Jan 8, 2023
4131cb0
Added AutoTheta from the StatsForecast package.
Beerstabr Jan 9, 2023
2921d52
Deleted sf_auto_arima.py and sf_ets.py, because the code is now inclu…
Beerstabr Jan 9, 2023
049970c
Merge branch 'master' into improvement/statsforecastets_probabilistic
Beerstabr Jan 9, 2023
30aff7d
Merge branch 'master' into improvement/statsforecastets_probabilistic
hrzn Jan 20, 2023
1326065
Merge branch 'master' into improvement/statsforecastets_probabilistic
hrzn Jan 24, 2023
6a514d9
Update darts/models/forecasting/sf_models.py
Beerstabr Jan 26, 2023
b81fddb
Update darts/models/forecasting/sf_models.py
Beerstabr Jan 26, 2023
2e07d3f
Merge branch 'master' into improvement/statsforecastets_probabilistic
hrzn Jan 27, 2023
67d48fa
Moved all statsforecast models to their own .py file. Added some comm…
Beerstabr Jan 27, 2023
6a2f73f
Beginning of test for fit on residuals for statsforecast ets.
Beerstabr Jan 28, 2023
6ea16b4
- AutoCES not probablisitc anymore, because that is not yet released …
Beerstabr Jan 31, 2023
b74c49a
- AutoCES not probablisitc anymore, because that is not yet released …
Beerstabr Jan 31, 2023
91bbe59
Merge branch 'master' into improvement/statsforecastets_probabilistic
hrzn Feb 7, 2023
83f08da
Changed StatsForecastETS to StatsForecastAutoETS.
Beerstabr Feb 7, 2023
a0a322b
Merge remote-tracking branch 'origin/improvement/statsforecastets_pro…
Beerstabr Feb 7, 2023
fc20e77
Merge branch 'master' into improvement/statsforecastets_probabilistic
hrzn Feb 10, 2023
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6 changes: 4 additions & 2 deletions darts/models/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -89,8 +89,10 @@ class NotImportedCatBoostModel:

try:
from darts.models.forecasting.croston import Croston
from darts.models.forecasting.sf_auto_arima import StatsForecastAutoARIMA
from darts.models.forecasting.sf_ets import StatsForecastETS
from darts.models.forecasting.sf_models import (
StatsForecastAutoARIMA,
StatsForecastETS,
)
except ImportError:
logger.warning(
"The statsforecast module could not be imported. "
Expand Down
118 changes: 0 additions & 118 deletions darts/models/forecasting/sf_auto_arima.py

This file was deleted.

112 changes: 0 additions & 112 deletions darts/models/forecasting/sf_ets.py

This file was deleted.

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