forecasting

Hello,

On the website, the Installation page redirects to a 404: Not found page when clicking on "follow the instruction" in the Windows section.

Regards,

Hugo Defois

Describe the issue linked to the documentation

Some of the classifiers don't include and examples section in their docstring. We should update the docstrings to include the examples section.

• ColumnEnsembleClassifier
• ElasticEnsemble
• ProximityForest
• ProximityTree
• ProximityStump

Recently found your library and it is really great and handy!
The evaluation of the forecasting performance is best done using a cross-validation approach. The backtest_forecasting()-function does that - although it currently iterates and re-trains the model on every single time step. In my application, I am training ten-thousands of different time series and it becomes computationally unfeasib

Description

(A clear and concise description of what the feature is.)

• util.cumsum implementation https://github.com/awslabs/gluon-ts/blob/master/src/gluonts/mx/util.py#L326 does not scale under mx.ndarray
• cumsum is 2-5 times slower than nd.cumsum under both mx.sym and mx.ndarray, and even fails for large 4-dim input

Sample test

Code

# import ...
def test_

We have a lot of antiquated docstrings that don't render well into ReadTheDocs. A kind of grunge (but incredibly useful) task would be to refactor these docstrings into proper ReadTheDocs format. This would allow us to render them effectively...