forecasting

make_future_dataframe doesn't support regressors currently. So code like:

m = Prophet()
m.add_regressor('var')
m.fit(df)
forecasts = m.predict(m.make_future_dataframe(periods=7))

gives an error like:

ValueError: Regressor 'var' missing from dataframe when attempting to generate forecasts

I know prophet may not know what exact values to put for var in each of the rows a

Describe the issue linked to the documentation

There are broken links in the table of contents in the following notebook: https://github.com/alan-turing-institute/sktime/blob/main/examples/01_forecasting.ipynb

Might also be in other notebooks the same issue --> to be checked.

Suggest a potential alternative/fix

The parameters of the likelihood model assume invalid values during training.

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_

Great first issue.

After installing NeuralProphet as developer (see CONTRIBUTING) - run pytest -v and see warning messages

Addressing these will prevent warnings becoming errors.

Is your feature request related to a problem? Please describe.

It would be nice to directly support simulating from a fitted ARIMA model, e.g. to have a simulate method to call that would delegate to statsmodels.tsa.arima.model.ARIMA.simulate. Right now, the only way I found is to use arima_res_ member of the fitted object.

Describe the solution you'd like

Class `pmdarima.arima.ar

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...

Several typos in the notebook :

• 'Would nn autorregresive '
• 'testing purporses,'
• 'will let auto_arima to handle'

🐛 Bug Report

I ran code from How To Reproduce and got strange results: fold_info column in backtest's forecasts was not added to ts[:, segment] block but concatenated separately from other segment's columns.

Expected behavior

I expected smth like

|segment |     segment_0      |     segment_1      |      segment_2     |
------------------------------------------------------

I have tried to compile the documentation following the workflow outlined in CONTRIBUTING.md.

The truth is that I get an error when generating the documentation using the latest version of nbdev==1.2.2.

Solution:

To compile without errors it is necessary to use nbdev==1.1.23.