sktime/sktime

[ENH] `gluonts` models

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#6,800 opened on Jul 20, 2024

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enhancementgood first issuemodule:forecasting

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Description

It would be nice to have gluonts models interface and indexed.

These are mainly a handful of torch/lightning based models with a consistent, torch based interface.

There is recent work towards adding the gluonts data containers as mtypes, #6530, which should allow to add these easily.

Contingent on 6530 being merged - good first issue in collaboration with current workstreams.

Contributor guide

Research direction
Explore the gluonts library and its torch based models. Understand the mtype integration from issue #6530. Implement a model wrapper that conforms to sktime's estimator interface.
Tech stack
pythonpytorch
Domain
machine learning
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
2
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-3 hours
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Mostly clear
Prerequisites
PythonGit
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
75