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[ENH] EnbPI based forecaster #6449

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[ENH] EnbPI based forecaster #6449

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@benHeid benHeid commented May 19, 2024

Reference Issues/PRs

Towards #6446, uses the aws-fortuna based approach together with tsbootstrap bootstraps

What does this implement/fix? Explain your changes.

Interfaces the aws-fortuna EnbPI implementation

Does your contribution introduce a new dependency? If yes, which one?

Yes aws-fortuna as well as third party library to use them (Jax==0.28.1)

What should a reviewer concentrate their feedback on?

Did you add any tests for the change?

get_test_params

Any other comments?

PR checklist

For all contributions
  • I've added myself to the list of contributors with any new badges I've earned :-)
    How to: add yourself to the all-contributors file in the sktime root directory (not the CONTRIBUTORS.md). Common badges: code - fixing a bug, or adding code logic. doc - writing or improving documentation or docstrings. bug - reporting or diagnosing a bug (get this plus code if you also fixed the bug in the PR).maintenance - CI, test framework, release.
    See here for full badge reference
  • Optionally, for added estimators: I've added myself and possibly to the maintainers tag - do this if you want to become the owner or maintainer of an estimator you added.
    See here for further details on the algorithm maintainer role.
  • The PR title starts with either [ENH], [MNT], [DOC], or [BUG]. [BUG] - bugfix, [MNT] - CI, test framework, [ENH] - adding or improving code, [DOC] - writing or improving documentation or docstrings.
For new estimators
  • I've added the estimator to the API reference - in docs/source/api_reference/taskname.rst, follow the pattern.
  • I've added one or more illustrative usage examples to the docstring, in a pydocstyle compliant Examples section.
  • If the estimator relies on a soft dependency, I've set the python_dependencies tag and ensured
    dependency isolation, see the estimator dependencies guide.

@benHeid benHeid added implementing algorithms Implementing algorithms, estimators, objects native to sktime module:forecasting forecasting module: forecasting, incl probabilistic and hierarchical forecasting labels May 19, 2024
@benHeid benHeid marked this pull request as ready for review June 9, 2024 07:30
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benHeid commented Jun 9, 2024

@fkiraly should be ready for review :)

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