[ENH] Allow pd.Timedelta values in ForecastingHorizon
#2333
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khrapovs
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fkiraly,
mloning,
aiwalter and
TonyBagnall
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added 10 commits
March 29, 2022 08:45
…casters.TestAllForecasters.test_update_predict_predicted_index
…it.test_split_by_fh
fkiraly
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Mar 30, 2022
fkiraly
reviewed
Mar 30, 2022
added 9 commits
March 31, 2022 09:02
…sting-horizon # Conflicts: # sktime/forecasting/base/_fh.py
srggrs
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to Gridsight/sktime
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this pull request
Apr 6, 2022
* upstream/main: [DOC] Added docstring examples to load data functions (sktime#2393) [ENH] Capability inference for transformer and classifier pipelines (sktime#2367) [ENH] Proba metric grid search integration (sktime#2234) [ENH] Faster classifier example parameters (sktime#2378) [ENH] Get rid of `pd.Int64Index` (sktime#2390) [ENH] Allow `pd.Timedelta` values in `ForecastingHorizon` (sktime#2333) [ENH] Partially replace `pd.Int64Index` with `pd.Index` (sktime#2339) relax name rules for multiindex (sktime#2384)
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Reference Issues/PRs
One more contribution to #1737.
What does this implement/fix? Explain your changes.
In this PR I added
TEST_FHS_TIMEDELTAtest cases tosktime.forecasting.base.tests.test_fh.test_fh. In order to pass the tests two changes were required inForecastingHorizonitself: insktime.forecasting.base._fh.ForecastingHorizon._is_in_sampleand insktime.forecasting.base._fh.ForecastingHorizon._is_out_of_sample. Both methods perform comparison with zero which in case ofpd.Timdeltavalues should actually bepd.Timedelta(0).Note that
sktime.forecasting.base._fh.ForecastingHorizon.to_indexerreturnsNonein the new timedelta case. I have no idea what this method should return in this case. Any suggestions are very much welcome.In addition, I have silenced the pre-commit error from (described here: #2338) by using
# noqa: B019next to the@lru_cachedecorator.Does your contribution introduce a new dependency? If yes, which one?
No
What should a reviewer concentrate their feedback on?
Any other comments?
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