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Feat/static covs #966

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merged 29 commits into from
Jun 5, 2022
Merged

Feat/static covs #966

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125c078
added methods ``from_longitudinal_dataframe` and `add_static_covariates`
dennisbader Apr 13, 2022
fde974e
dataset adaption for static covs
dennisbader Apr 23, 2022
d6d4885
extended datasets for static covariates support and unified variable …
dennisbader May 19, 2022
4717ff1
adapted PLXCovariatesModules with static covariates
dennisbader May 19, 2022
5b6b781
adapted TFTModel for static covariate support
dennisbader May 20, 2022
55eaf3b
added temporary fix for static covariates with scalers
dennisbader May 20, 2022
3ced3da
Merge branch 'master' into feat/static_covs
dennisbader May 20, 2022
29924f4
unittests for from_longitudinal_dataframe() and set_static_covariates
dennisbader May 24, 2022
079d969
updated dataset tests
dennisbader May 24, 2022
3511b81
fixed all downstream issues from new static covariates in datasets
dennisbader May 27, 2022
eacaf3b
added check for equal static covariates between fit and predict
dennisbader May 28, 2022
55c5090
added tests for passing static covariates in TimeSeries methods
dennisbader May 28, 2022
cc07f5f
added static covariate support for stacking TimeSeries
dennisbader May 28, 2022
0aacd5a
transpose static covariates
dennisbader May 29, 2022
2845f86
added method `static_covariates_values()`
dennisbader May 29, 2022
2ac58e4
updated docs
dennisbader May 29, 2022
a6fa4fb
static covariate support for concatenation
dennisbader May 30, 2022
a4ba617
static covariate support for concatenation
dennisbader May 30, 2022
0586b7d
static covariates are now passed to the torch models
dennisbader May 30, 2022
c18e806
non-numerical dtype support for static covariates
dennisbader May 31, 2022
a048ecc
added slicing support for static covariates
dennisbader May 31, 2022
3661385
multicomponent static covariate support for TFT
dennisbader May 31, 2022
5b9258b
Merge branch 'master' into feat/static_covs
dennisbader May 31, 2022
3a9ad83
added arithmetic static covariate support
dennisbader May 31, 2022
d00c08d
Merge branch 'master' into feat/static_covs
dennisbader Jun 3, 2022
f5fa989
updated all timeseries methods/operations with static cov transfer
dennisbader Jun 4, 2022
41adf3f
applied suggestion from PR review part 1
dennisbader Jun 4, 2022
6dc7ff8
apply suggestions from code review part 2
dennisbader Jun 4, 2022
d001e17
fix black issue from PR suggestion
dennisbader Jun 4, 2022
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static covariate support for concatenation
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@dennisbader
dennisbader committed May 30, 2022
commit a4ba6171a27602d3ff51b5913346460db3c0b155
7 changes: 7 additions & 0 deletions darts/dataprocessing/transformers/boxcox.py
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Expand Up @@ -38,6 +38,13 @@ def __init__(
For stochastic series, it is done jointly over all samples, effectively merging all samples of
a component in order to compute the transform.

Notes
-----
The scaler will not scale the series' static covariates. This has to be done either before constructing the
series, or later on by extracting the covariates, transforming the values and then reapplying them to the
series. For this, see Timeseries properties `TimeSeries.static_covariates` and method
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`TimeSeries.with_static_covariates()`

Parameters
----------
name
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5 changes: 2 additions & 3 deletions darts/dataprocessing/transformers/scaler.py
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Expand Up @@ -35,9 +35,8 @@ def __init__(
-----
The scaler will not scale the series' static covariates. This has to be done either before constructing the
series, or later on by extracting the covariates, transforming the values and then reapplying them to the
series. For this, see Timeseries properties/methods
`TimeSeries.static_covariates <darts.timeseries.static_covariates>`_ and
`TimeSeries.static_covariates() <darts.timeseries.static_covariates>`_
series. For this, see Timeseries properties `TimeSeries.static_covariates` and method
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`TimeSeries.with_static_covariates()`

Parameters
----------
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