Code

Feat/conformal prediction#2552

Code

Merged

dennisbader merged 92 commits intomasterunit8co/darts:masterfrom feat/conformal_predictionunit8co/darts:feat/conformal_predictionCopy head branch name to clipboardDec 20, 2024

+7,558-792

Commits

Commits on Jun 26, 2024

• naive conformal prediction

  dennisbader

  committed
  6071fc3

  Copy full SHA for 6071fc3

Commits on Jul 1, 2024

• first hist fc version works

  dennisbader

  committed
  2dbf28b

  Copy full SHA for 2dbf28b

• add component names

  dennisbader

  committed
  6c18c7e

  Copy full SHA for 6c18c7e

• add support for train length

  dennisbader

  committed
  48d562a

  Copy full SHA for 48d562a

• support for last points only

  dennisbader

  committed
  2c192ad

  Copy full SHA for 2c192ad

Commits on Jul 2, 2024

• add hist fc unit tests

  dennisbader

  committed
  cdbc6ce

  Copy full SHA for cdbc6ce

• add first conformal unit tests

  dennisbader

  committed
  8c54a7d

  Copy full SHA for 8c54a7d

Commits on Jul 3, 2024

• overlap end checkpoint

  dennisbader

  committed
  80dece9

  Copy full SHA for 80dece9

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  39adaf5

  Copy full SHA for 39adaf5

Commits on Jul 4, 2024

• overlap end checkpoint 2

  dennisbader

  committed
  24bc75f

  Copy full SHA for 24bc75f

• ignore start

  dennisbader

  committed
  b19b708

  Copy full SHA for b19b708

Commits on Jul 5, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  06d4a1c

  Copy full SHA for 06d4a1c

• finalize hist fc test

  dennisbader

  committed
  7f02378

  Copy full SHA for 7f02378

• start, train length tests

  dennisbader

  committed
  94acb96

  Copy full SHA for 94acb96

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  f411178

  Copy full SHA for f411178

• finalize start train length tests

  dennisbader

  committed
  c6f27ae

  Copy full SHA for c6f27ae

Commits on Jul 8, 2024

• fix residuals with overlap end

  dennisbader

  committed
  ba79d9a

  Copy full SHA for ba79d9a

Commits on Jul 9, 2024

• refactor calibration for predict and hist fc

  dennisbader

  committed
  c03eb17

  Copy full SHA for c03eb17

• base and child conformal

  dennisbader

  committed
  d31f459

  Copy full SHA for d31f459

Commits on Jul 10, 2024

• checks for calibration set

  dennisbader

  committed
  ff2beab

  Copy full SHA for ff2beab

• rename conformal naive model

  dennisbader

  committed
  522ee9d

  Copy full SHA for 522ee9d

• add additional forecasting model logic

  dennisbader

  committed
  1b40a40

  Copy full SHA for 1b40a40

Commits on Jul 11, 2024

• add more unit tests

  dennisbader

  committed
  7ee1488

  Copy full SHA for 7ee1488

Commits on Jul 12, 2024

• add output chunk shift support

  dennisbader

  committed
  6870580

  Copy full SHA for 6870580

Commits on Jul 19, 2024

• support train length with cal input

  dennisbader

  committed
  01aaf0e

  Copy full SHA for 01aaf0e

Commits on Jul 26, 2024

• support train lenght part 2

  dennisbader

  committed
  c5dbf77

  Copy full SHA for c5dbf77

Commits on Jul 28, 2024

• restructure hist fc logic

  dennisbader

  committed
  6847752

  Copy full SHA for 6847752

• test with shorter covariates

  dennisbader

  committed
  13461c5

  Copy full SHA for 13461c5

Commits on Aug 1, 2024

• add checks for min lengths

  dennisbader

  committed
  4143c20

  Copy full SHA for 4143c20

Commits on Aug 30, 2024

• corrections for minimum input

  dennisbader

  committed
  5e2115c

  Copy full SHA for 5e2115c

Commits on Sep 1, 2024

• improve hist fc tests

  dennisbader

  committed
  d19e947

  Copy full SHA for d19e947

Commits on Sep 15, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  7a30a6d

  Copy full SHA for 7a30a6d

Commits on Sep 23, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  c04a843

  Copy full SHA for c04a843

• make naive conformal model accept quantiles

  dennisbader

  committed
  01e3d1e

  Copy full SHA for 01e3d1e

Commits on Sep 25, 2024

• add winkler score quantile interval metric

  dennisbader

  committed
  3f13619

  Copy full SHA for 3f13619

• update tests for quantile instead of alpha

  dennisbader

  committed
  5187630

  Copy full SHA for 5187630

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  758f62e

  Copy full SHA for 758f62e

Commits on Sep 26, 2024

• add coverage metric and improve residuals and backtest

  dennisbader

  committed
  fb6cfd2

  Copy full SHA for fb6cfd2

• add save load as in ensemble mode

  dennisbader

  committed
  880addb

  Copy full SHA for 880addb

• quantile tests

  dennisbader

  committed
  73bac08

  Copy full SHA for 73bac08

• remove checks

  dennisbader

  committed
  cc3e02b

  Copy full SHA for cc3e02b

Commits on Sep 27, 2024

• add non conformity scores for cqr

  dennisbader

  committed
  e90431a

  Copy full SHA for e90431a

• add conformalized quantile regression

  dennisbader

  committed
  5fb9d30

  Copy full SHA for 5fb9d30

Commits on Sep 28, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  06a1c59

  Copy full SHA for 06a1c59

Commits on Sep 29, 2024

• allow all global prob models for ConformalQR

  dennisbader

  committed
  ff60254

  Copy full SHA for ff60254

Commits on Sep 30, 2024

• add asymmetric naive model

  dennisbader

  committed
  5ab3631

  Copy full SHA for 5ab3631

• remove old code

  dennisbader

  committed
  a4b0344

  Copy full SHA for a4b0344

• add tests for asymetric naive mdoel

  dennisbader

  committed
  0cc20ac

  Copy full SHA for 0cc20ac

Commits on Oct 1, 2024

• add tests for cqr

  dennisbader

  committed
  f6802f0

  Copy full SHA for f6802f0

• add progress bars

  dennisbader

  committed
  e8d922a

  Copy full SHA for e8d922a

Commits on Oct 2, 2024

• add quantile sampler

  dennisbader

  committed
  9c5875c

  Copy full SHA for 9c5875c

Commits on Oct 3, 2024

• add predict lkl params and num samples

  dennisbader

  committed
  3761894

  Copy full SHA for 3761894

• add random method for handling randomness of non-torch models

  dennisbader

  committed
  a93ef39

  Copy full SHA for a93ef39

• fix all tests

  dennisbader

  committed
  9318aea

  Copy full SHA for 9318aea

• code cleanup

  dennisbader

  committed
  7c37f7d

  Copy full SHA for 7c37f7d

• add probabilistic test

  dennisbader

  committed
  fe103e0

  Copy full SHA for fe103e0

• add conformal models to readme and covariates user guide

  dennisbader

  committed
  60f9080

  Copy full SHA for 60f9080

• fix failing tests

  dennisbader

  committed
  298211d

  Copy full SHA for 298211d

• improve docs

  dennisbader

  committed
  a6f9056

  Copy full SHA for a6f9056

• add sketch of cp example notebook

  dennisbader

  committed
  6d1572d

  Copy full SHA for 6d1572d

• small update

  dennisbader

  committed
  9881142

  Copy full SHA for 9881142

Commits on Oct 4, 2024

• improve docs

  dennisbader

  committed
  dd3e4c4

  Copy full SHA for dd3e4c4

Commits on Oct 15, 2024

• attempt to fix failing test on linux

  dennisbader

  committed
  8e8ac1d

  Copy full SHA for 8e8ac1d

Commits on Nov 8, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  623b769

  Copy full SHA for 623b769

Commits on Nov 16, 2024

• update start logic

  dennisbader

  committed
  cc6fe07

  Copy full SHA for cc6fe07

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  c3d6abf

  Copy full SHA for c3d6abf

• upgrade python target version

  dennisbader

  committed
  1272bfc

  Copy full SHA for 1272bfc

Commits on Nov 17, 2024

• improve stride handling

  dennisbader

  committed
  a321a37

  Copy full SHA for a321a37

Commits on Nov 20, 2024

• remove optional input calibration set

  dennisbader

  committed
  70555dc

  Copy full SHA for 70555dc

• use cal stride

  dennisbader

  committed
  b009932

  Copy full SHA for b009932

• make predict work with cal_stride

  dennisbader

  committed
  d11eeb3

  Copy full SHA for d11eeb3

Commits on Nov 21, 2024

• add cal stride to historical forecasts

  dennisbader

  committed
  1be41e7

  Copy full SHA for 1be41e7

Commits on Nov 22, 2024

• hist fc optimized cal set selection

  dennisbader

  committed
  8f8451e

  Copy full SHA for 8f8451e

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  e3372f0

  Copy full SHA for e3372f0

Commits on Nov 26, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  b693a6a

  Copy full SHA for b693a6a

• add hist fc start test with different strides

  dennisbader

  committed
  a909a26

  Copy full SHA for a909a26

• improve comments

  dennisbader

  committed
  de93de1

  Copy full SHA for de93de1

Commits on Dec 6, 2024

• add more tests

  dennisbader

  committed
  c6d8c16

  Copy full SHA for c6d8c16

Commits on Dec 8, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  1556317

  Copy full SHA for 1556317

• stridden conformal model tests

  dennisbader

  committed
  3e00248

  Copy full SHA for 3e00248

Commits on Dec 9, 2024

• apply suggestions from pr review

  dennisbader

  committed
  966f25f

  Copy full SHA for 966f25f

Commits on Dec 10, 2024

• update docs

  dennisbader

  committed
  f28c2e1

  Copy full SHA for f28c2e1

Commits on Dec 14, 2024

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  ff07cf4

  Copy full SHA for ff07cf4

• cleanup

  dennisbader

  committed
  2e12595

  Copy full SHA for 2e12595

• update changelog

  dennisbader

  committed
  68afe91

  Copy full SHA for 68afe91

Commits on Dec 15, 2024

• update changelog

  dennisbader

  committed
  b8b911b

  Copy full SHA for b8b911b

Commits on Dec 19, 2024

• update example notebook

  dennisbader

  committed
  45ec32d

  Copy full SHA for 45ec32d

• Merge branch 'master' into feat/conformal_prediction

  dennisbader

  committed
  a0f71df

  Copy full SHA for a0f71df

Commits on Dec 20, 2024

• add conformal prediction notebook

  dennisbader

  committed
  0a80d23

  Copy full SHA for 0a80d23

• apply suggestions from PR review

  dennisbader

  committed
  d6c10d0

  Copy full SHA for d6c10d0

• update notebook

  dennisbader

  committed
  c5f9561

  Copy full SHA for c5f9561

• update changelog

  dennisbader

  committed
  0b2c1cf

  Copy full SHA for 0b2c1cf