unit8co/darts

Allow historical forecast to work on time series with nan

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#1,278 建立於 2022年10月11日

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 (0 留言) (3 反應) (0 負責人)Python (6,832 star) (762 fork)batch import
good first issueimprovement

描述

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.

貢獻者指南

技術棧
pythonpandasnumpy
領域
datamachine learning
議題類型
feature
難度面向新貢獻者的預計實作難度，1 表示很小改動，5 表示專家級工作。
3
預計時間有經驗貢獻者完成調查、實作、測試並準備 pull request 的粗略時間範圍。
half day
活動狀態議題目前的可參與程度：新鮮、活躍、陳舊、阻塞或等待維護者輸入。
fresh
清晰度議題是否清楚說明預期改動、驗收標準和下一步。
mostly clear
前置要求
basic knowledge of time seriesfamiliarity with darts libraryunderstanding of NaN handling
新手友善度1-100 的估計分數，表示該議題對首次貢獻者的友善程度。
50
研究方向
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.