unit8co/darts

Allow historical forecast to work on time series with nan

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#1,278 opened on 2022年10月11日

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good first issueimprovement

説明

We often want to see the historical forecast or back test on a time series having nan (we we can't really interpolate, because the missing part is just too long)

Consider returning nans or nothing for points which are not predictable (where some inputs are nan).

Might be also useful to create a TimeSeries property which indicates if there are some nan in the time series.

コントリビューターガイド

技術スタック
pythonpandasnumpy
領域
datamachine learning
Issue 種別
feature
難度新しい貢献者にとっての実装難度です。1 は非常に小さな変更、5 は専門的な作業です。
3
推定時間経験ある貢献者が調査、実装、テスト、pull request 準備にかけるおおよその時間範囲です。
half day
活動状況Issue が今どれだけ取り組みやすいかを示します。新しい、活発、古い、ブロック中、またはメンテナー入力待ちなどです。
fresh
明確さ期待される変更、受け入れ条件、次の手順がどれだけ明確かを示します。
mostly clear
前提条件
basic knowledge of time seriesfamiliarity with darts libraryunderstanding of NaN handling
初心者向け度初回貢献者にどれだけ取り組みやすいかを 1-100 で推定したスコアです。
50
調査方針
Investigate how the HistoricalForecasting class currently processes time series data, specifically looking at the `predict` method and how it handles NaN values. Check if there is existing logic to propagate NaN or skip predictions for NaN inputs. Consider adding a property or option to allow NaN in historical forecasts, similar to how backtesting handles missing values. Look at related issues or PRs in the repository for prior discussions.
Allow historical forecast to work on time series with nan · unit8co/darts#1278 | Good First Issue