-
Notifications
You must be signed in to change notification settings - Fork 6
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Form new beliefs given some model #50
Conversation
Ridgeline
* added generate function * Update generate.py * Create ridgeline plot * Add example plots ridgeline * add ridgeline examples * add titles * added plotting function and cleaned up code * added plotting and cleaned up code * code cleanup and commenting * fixed typo's * update + error messages * updated error messages * Copied ridgeline README documentation * Added ridgeline README files * Added generate documentation * fixed typo * fix labels
Distinguish how mean and median averages are calculated. Allow additional distribution parameters to be set.
Test setup is failing for Python 3.7, with |
# Conflicts: # setup.py
…opy statement now that we explicitly test for input being unaffected
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Awesome to finally bring this in, and to start usign sktime!
I have mainly questions to offer.
timely_beliefs/beliefs/classes.py
Outdated
freq=df.event_resolution, | ||
closed="left", | ||
) | ||
forecaster.fit(df["event_value"]) |
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
At this time, our BeliefDataFrames do not support regressors to be used here, correct? For example, forecasting wind speed based on time of day and temperature - how would we do that? (maybe another ticket)
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Good idea to separate this into another ticket. It can be done by passing an extra X
to the fit function, for example, like this:
X=df.loc[:, df.columns != "event_value"]
Here, I'm assuming the external regressors are given as additional columns in the BeliefsDataFrame.
Testing it with sktime's naive forecaster will just lead to the forecaster ignoring X
though, so that doesn't feel like a wholesome test.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Did we make an issue out of this yet? I can't find one.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Ah, I see you already add the X
in this PR. I believe a little comment would help.
And is there a case where columns in X would be bad to include?
We could also add an optional parameter to form_beliefs
, e.g. "X_column_names".
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
I created #116 just now.
…contain any records prior to belief_time
# Conflicts: # timely_beliefs/beliefs/utils.py
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
I have one comment/question about X.
This introduces a new BeliefsDataFrame method
form_beliefs
that creates new beliefs given amodel
, abelief_time
and anevent_time_window
.Much credit goes to the AI Master students from the University of Amsterdam that also helped us implement ridgeline plots for probabilistic forecasts.