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Feat/tft static categorical #1081

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Jul 20, 2022
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2dd3e7b
categorical static covariate support for TFTModel
dennisbader Jun 26, 2022
624feee
from_group_dataframe fix
dennisbader Jun 26, 2022
de0963d
Merge branch 'master' into feat/tft_static_categorical
dennisbader Jul 8, 2022
34221b7
added static covariate transformer
dennisbader Jul 8, 2022
6aa1635
OneHotEncoder support for StaticCovariatesTransformer
dennisbader Jul 9, 2022
95b9b84
small fix
dennisbader Jul 9, 2022
c82272f
TFTModel static covariate handling
dennisbader Jul 10, 2022
da1143b
improved transformer with specifying which columns to transform
dennisbader Jul 11, 2022
d7b4f4f
Merge branch 'master' into feat/tft_static_categorical
dennisbader Jul 12, 2022
a274438
docs improvements
dennisbader Jul 12, 2022
aef7e09
docstring improvement for StaticCvoariatesTransformer
dennisbader Jul 17, 2022
91770f0
added static covariates notebook example
dennisbader Jul 17, 2022
e785ecb
Merge branch 'master' into feat/tft_static_categorical
dennisbader Jul 17, 2022
044bd2b
TFTModel docstring update
dennisbader Jul 17, 2022
094d57f
Apply suggestions from code review
dennisbader Jul 18, 2022
8e10b86
applied suggestions from PR review
dennisbader Jul 18, 2022
00021df
Merge branch 'master' into feat/tft_static_categorical
dennisbader Jul 18, 2022
b9f5b34
applied suggestions from PR review part 2
dennisbader Jul 18, 2022
ba82e6d
added automatic embedding size option for TFTModel
dennisbader Jul 19, 2022
81be526
added test for TFTModel categorical static covariate support
dennisbader Jul 20, 2022
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2 changes: 1 addition & 1 deletion .github/workflows/merge.yml
Original file line number Diff line number Diff line change
Expand Up @@ -87,7 +87,7 @@ jobs:
runs-on: ubuntu-latest
strategy:
matrix:
example-name: [00-quickstart.ipynb, 01-multi-time-series-and-covariates.ipynb, 02-data-processing.ipynb, 03-FFT-examples.ipynb, 04-RNN-examples.ipynb, 05-TCN-examples.ipynb, 06-Transformer-examples.ipynb, 07-NBEATS-examples.ipynb, 08-DeepAR-examples.ipynb, 09-DeepTCN-examples.ipynb, 10-Kalman-filter-examples.ipynb, 11-GP-filter-examples.ipynb, 12-Dynamic-Time-Warping-example.ipynb, 13-TFT-examples.ipynb]
example-name: [00-quickstart.ipynb, 01-multi-time-series-and-covariates.ipynb, 02-data-processing.ipynb, 03-FFT-examples.ipynb, 04-RNN-examples.ipynb, 05-TCN-examples.ipynb, 06-Transformer-examples.ipynb, 07-NBEATS-examples.ipynb, 08-DeepAR-examples.ipynb, 09-DeepTCN-examples.ipynb, 10-Kalman-filter-examples.ipynb, 11-GP-filter-examples.ipynb, 12-Dynamic-Time-Warping-example.ipynb, 13-TFT-examples.ipynb, 15-static-covariates.ipynb]
steps:
- name: "1. Clone repository"
uses: actions/checkout@v2
Expand Down
6 changes: 6 additions & 0 deletions .ipynb_checkpoints/Untitled-checkpoint.ipynb
Original file line number Diff line number Diff line change
@@ -0,0 +1,6 @@
{
"cells": [],
"metadata": {},
"nbformat": 4,
"nbformat_minor": 5
}
33 changes: 33 additions & 0 deletions Untitled.ipynb
Original file line number Diff line number Diff line change
@@ -0,0 +1,33 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"id": "c28921d2-5852-488d-b2b6-e1161a1a3373",
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "darts_37",
"language": "python",
"name": "darts_37"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.7.12"
}
},
"nbformat": 4,
"nbformat_minor": 5
}
1 change: 1 addition & 0 deletions darts/dataprocessing/transformers/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -15,3 +15,4 @@
TopDownReconciliator,
)
from .scaler import Scaler
from .static_covariates_transformer import StaticCovariatesTransformer
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