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[ENH] Add calibration_plot for probabilistic forecasts #5632

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merged 4 commits into from
Dec 22, 2023
Merged

[ENH] Add calibration_plot for probabilistic forecasts #5632

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88ab4c5
Fix multiple figures created by plot_windows.
benHeid Dec 18, 2023
4f89c5a
Add a plot calibration method and show its usage.
benHeid Dec 17, 2023
b024309
Fix linting
benHeid Dec 17, 2023
c33d935
Rebase on fixed splitter plots
benHeid Dec 19, 2023
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Fix multiple figures created by plot_windows.
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@benHeid
benHeid committed Dec 18, 2023
commit 88ab4c5eb120b95d41259cafa588af3c87d39f95
4 changes: 1 addition & 3 deletions sktime/utils/plotting.py
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Expand Up @@ -449,7 +449,7 @@ def plot_windows(cv, y, title="", ax=None):

# create figure if no ax provided for plotting
if _ax_kwarg_is_none:
fig, ax = plt.subplots(1, figsize=plt.figaspect(0.25))
fig, ax = plt.subplots(figsize=plt.figaspect(0.3))

train_windows, test_windows = _get_windows(cv, y)

Expand All @@ -463,8 +463,6 @@ def get_y(length, split):

train_color, test_color = sns.color_palette("colorblind")[:2]

fig, ax = plt.subplots(figsize=plt.figaspect(0.3))

for i in range(n_splits):
train = train_windows[i]
test = test_windows[i]
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