Commit Graph

89 Commits

Author SHA1 Message Date
Petrônio Cândido de Lima e Silva
98d6b63cb4
Merge pull request #39 from felipenv/master
- fix nmrse and forecast_step loop.
2021-03-03 20:08:50 -03:00
Felipe Vianna
49300f7bee - making nmrse metric compatible with predictions using step_to and steps_ahead
- fixing prediction forecast_step loop to go till last data point.
2021-03-03 10:05:31 +01:00
Petrônio Cândido de Lima e Silva
e536b0d8eb
Merge pull request #38 from felipenv/master
- fix rmse: aligned targets and forecasts for calculation
2021-02-23 10:40:53 -03:00
Felipe Vianna
d5c4482f20 - fix rmse: aligned targets and forecasts for calculation
- implement nmrse
2021-02-23 14:32:46 +01:00
Petrônio Cândido
d7dd4822f5 Updating and refactoring legacy code 2021-02-22 14:48:18 -03:00
Petrônio Cândido
dbfa1ac86e Bugfix in benchmarks.mv_run methods 2020-01-27 21:30:38 -03:00
Petrônio Cândido
715772bbcc Removing direct pyflux import from benchmark.BSTS modules 2020-01-27 19:30:26 -03:00
Petrônio Cândido
ed9c07deae Minor bugfixes and features for speed up measuring in distributed methods 2019-12-23 23:58:01 -03:00
Petrônio Cândido de Lima e Silva
9f35a3caea
Adding uod_clip to False in Naïve method 2019-11-20 10:35:04 -03:00
Petrônio Cândido
bc6a632a6d is_time_variant flag on FTS; offset() function in FTS; Documentation update 2019-11-15 16:48:47 -03:00
Petrônio Cândido
039dca9d5d ResidualAnalysis bugfix 2019-09-30 19:28:04 -03:00
Petrônio Cândido
f3cf757e96 Bugfixes and improvements on pwfts and multivariate.granular 2019-06-22 18:29:40 -03:00
Petrônio Cândido
35898f338a Improvements for numerical stability 2019-06-22 09:20:53 -03:00
Petrônio Cândido
354a3131c9 Refactoring to remove FTS.sets attribure; Refactoring to move Partitioner.extract to a class method; Bugfixes in distributed fit and predict 2019-06-20 17:38:36 -03:00
Petrônio Cândido de Lima e Silva
67b2104445
Update ResidualAnalysis.py 2019-06-11 16:59:48 -03:00
Petrônio Cândido de Lima e Silva
ef29c794c5
Update ResidualAnalysis.py 2019-06-11 16:57:58 -03:00
Petrônio Cândido de Lima e Silva
098c5fddc2
Ljung-Box test in ResidualAnalysis 2019-06-11 16:40:42 -03:00
Petrônio Cândido de Lima e Silva
461b3bd850
Improvement on Box-Ljung text in Residual Analysis 2019-06-11 13:07:27 -03:00
Petrônio Cândido de Lima e Silva
16edb0deee
Bugfixes in ResidualAnalysis 2019-06-11 13:03:18 -03:00
Petrônio Cândido
48fcf8daca Improvements on forecast_ahead benchmarks 2019-06-10 13:33:53 -03:00
Petrônio Cândido
471e096208 New benchmarks.Tests module; Improvements on forecast_ahead_* function; Documentation update 2019-06-06 11:04:20 -03:00
Petrônio Cândido
606c557214 Minor bugfixes on benchmarking methods 2019-06-04 13:26:40 -03:00
Petrônio Cândido
f072d73d1b Bugfix in benchmarks.knn 2019-06-02 15:36:17 -03:00
Petrônio Cândido
e10aa1e872 Improvements on benchmarks.sliding_window_benchmarks2 2019-06-01 17:05:29 -03:00
Petrônio Cândido
f4dec685bc Improvements on benchmarks.knn 2019-06-01 14:58:39 -03:00
Petrônio Cândido
0dc2fabdcc New version of sliding_window_benchmarks; Bugfixes in benchmarks, ifts and ensemble] 2019-05-31 18:32:53 -03:00
Petrônio Cândido
9b90853f6b Gaussian Process Regression benchmark method 2019-05-31 10:13:46 -03:00
Petrônio Cândido
18c0fed021 Gaussian Process Regression benchmark method 2019-05-30 15:28:50 -03:00
Petrônio Cândido
5f667c8680 Bugfixes and improvements on benchmarking methods 2019-05-30 11:36:55 -03:00
Petrônio Cândido
985e91f2ee Bugfixes and improvements on benchmark methods 2019-05-30 10:07:32 -03:00
Petrônio Cândido
9b2f286bab Bugfixes and improvements in benchmarks, arima and quantreg 2019-05-30 00:03:01 -03:00
Petrônio Cândido
60785ac89f Bugfixes in ProbabilityDistribution 2019-05-28 14:32:06 -03:00
Petrônio Cândido
7ee6c444b1 Moving plot_interval and plot_density functions from benchmarks to common.Util 2019-03-25 16:06:26 -03:00
Petrônio Cândido
6fd161468b Mixture Distributions; Bugfixes on distributed.dispy and benchmarks; Improvements on hyperparam 2019-03-18 18:22:03 -03:00
Petrônio Cândido
1fce1145cc Bugfixes and improvementos con cmvfts and benchmarks.measures 2019-01-28 15:38:40 -02:00
Petrônio Cândido
9936a184ef Evolutive bugfixes 2019-01-18 16:18:53 -02:00
Petrônio Cândido
ef71a86a7f Bugfix in cmvfts 2018-11-13 00:00:22 -02:00
Petrônio Cândido
75e69a1ae1 Weighted High Order FTS 2018-11-12 21:46:14 -02:00
Petrônio Cândido
c42dea2aca Improving documentation for the Interval and Probabilistic forecasts 2018-09-28 19:35:07 -03:00
Petrônio Cândido
63f96ba1f9 Updating the documentation 2018-08-30 16:04:52 -03:00
Petrônio Cândido
197ba17118 Sphinx documentation for ReadTheDocs site 2018-08-30 02:05:29 -03:00
Petrônio Cândido
9089310187 CVFTS bugfixes 2018-08-02 18:29:52 -03:00
Petrônio Cândido
f5652f7029 Bugfixes in FTS, HOFTS and CVFTS 2018-08-02 11:13:24 -03:00
Petrônio Cândido
c6f9af8e00 Improvements on benchmarks.sliding_window_benchmarks for robustness; Bugfixes Hwang and CVFTS methods 2018-08-01 13:59:33 -03:00
Petrônio Cândido
a8ed5a3db7 Bugfix in GridPartitioner, occured error when a BoxCox transformed series has -np.inf values 2018-08-01 11:03:23 -03:00
Petrônio Cândido de Lima e Silva
d317fc80cf
Just removing debug code from Measures.py 2018-07-20 17:39:59 -03:00
Petrônio Cândido
4a4e168448 Bugfixes in benchmarks 2018-07-09 12:08:03 -03:00
Petrônio Cândido
07bfceae78 Introducing FTS.lags, the lag indexing for HOFTS, IFTS and PWFTS 2018-07-02 18:55:28 -03:00
Petrônio Cândido
393388f722 bugfix in Measures.get_point_statistics for supporting multivariate models 2018-06-29 12:19:56 -03:00
Petrônio Cândido de Lima e Silva
6cc88f6292
Bugfix in Measures.get_point_statistics for multivariate models 2018-06-28 14:34:58 -03:00