unit8co/darts

Allow historical forecast to work on time series with nan

Open

#1,278 opened on 2022年10月11日

GitHub で見る
 (0 comments) (3 reactions) (0 assignees)Python (762 forks)batch import
good first issueimprovement

Repository metrics

Stars
 (6,832 stars)
PR merge metrics
 (平均マージ 143d 16h) (30d で 16 merged PRs)

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