unit8co/darts

Allow historical forecast to work on time series with nan

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#1,278 创建于 2022年10月11日

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 (0 评论) (3 反应) (0 负责人)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.

贡献者指南

技术栈
pythonpandasnumpy
领域
datamachine learning
议题类型
feature
难度面向新贡献者的预计实现难度，1 表示很小改动，5 表示专家级工作。
3
预计时间有经验贡献者完成调查、实现、测试并准备 pull request 的粗略时间范围。
half day
活动状态议题当前的可参与程度：新鲜、活跃、陈旧、阻塞或等待维护者输入。
fresh
清晰度议题是否清楚说明期望改动、验收标准和下一步。
mostly clear
前置要求
basic knowledge of time seriesfamiliarity with darts libraryunderstanding of NaN handling
新手友好度1-100 的估计分数，表示该议题对首次贡献者的友好程度。
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.
Allow historical forecast to work on time series with nan · unit8co/darts#1278 | Good First Issue