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[ENH] EnbPI based forecaster #6449
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benHeid
added
implementing algorithms
Implementing algorithms, estimators, objects native to sktime
module:forecasting
forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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May 19, 2024
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VascoSch92
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benHeid
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fkiraly and
yarnabrina
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June 9, 2024 07:30
@fkiraly should be ready for review :) |
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Labels
implementing algorithms
Implementing algorithms, estimators, objects native to sktime
module:forecasting
forecasting module: forecasting, incl probabilistic and hierarchical forecasting
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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
How to: add yourself to the all-contributors file in the
sktime
root directory (not theCONTRIBUTORS.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 pluscode
if you also fixed the bug in the PR).maintenance
- CI, test framework, release.See here for full badge reference
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.
For new estimators
docs/source/api_reference/taskname.rst
, follow the pattern.Examples
section.python_dependencies
tag and ensureddependency isolation, see the estimator dependencies guide.