add default lag_transforms and some enhancements

Nixtla · Apr 4, 2024 · e56a82f · e56a82f
1 parent cef9f26
commit e56a82f
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Showing 8 changed files with 570 additions and 321 deletions.
diff --git a/.gitignore b/.gitignore
@@ -158,3 +158,5 @@ index_files
 _docs
 nbs/docs/**/*.xls*
 nbs/_extensions
+catboost_info
+*.pkl
diff --git a/mlforecast/_modidx.py b/mlforecast/_modidx.py
@@ -7,17 +7,19 @@
                 'lib_path': 'mlforecast'},
   'syms': { 'mlforecast.auto': { 'mlforecast.auto.AutoMLForecast': ('auto.html#automlforecast', 'mlforecast/auto.py'),
                                  'mlforecast.auto.AutoMLForecast.__init__': ('auto.html#automlforecast.__init__', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.AutoMLForecast._seasonality_based_config': ( 'auto.html#automlforecast._seasonality_based_config',
+                                                                                               'mlforecast/auto.py'),
                                  'mlforecast.auto.AutoMLForecast.fit': ('auto.html#automlforecast.fit', 'mlforecast/auto.py'),
                                  'mlforecast.auto.AutoMLForecast.predict': ('auto.html#automlforecast.predict', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._catboost_space': ('auto.html#_catboost_space', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._elasticnet_space': ('auto.html#_elasticnet_space', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._lasso_space': ('auto.html#_lasso_space', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._lightgbm_space': ('auto.html#_lightgbm_space', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._linear_regression_space': ('auto.html#_linear_regression_space', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._random_forest_space': ('auto.html#_random_forest_space', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._ridge_space': ('auto.html#_ridge_space', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._seasonality_based_config': ('auto.html#_seasonality_based_config', 'mlforecast/auto.py'),
-                                 'mlforecast.auto._xgboost_space': ('auto.html#_xgboost_space', 'mlforecast/auto.py')},
+                                 'mlforecast.auto.AutoMLForecast.save': ('auto.html#automlforecast.save', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.catboost_space': ('auto.html#catboost_space', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.elasticnet_space': ('auto.html#elasticnet_space', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.lasso_space': ('auto.html#lasso_space', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.lightgbm_space': ('auto.html#lightgbm_space', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.linear_regression_space': ('auto.html#linear_regression_space', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.random_forest_space': ('auto.html#random_forest_space', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.ridge_space': ('auto.html#ridge_space', 'mlforecast/auto.py'),
+                                 'mlforecast.auto.xgboost_space': ('auto.html#xgboost_space', 'mlforecast/auto.py')},
             'mlforecast.callbacks': { 'mlforecast.callbacks.SaveFeatures': ('callbacks.html#savefeatures', 'mlforecast/callbacks.py'),
                                       'mlforecast.callbacks.SaveFeatures.__call__': ( 'callbacks.html#savefeatures.__call__',
                                                                                       'mlforecast/callbacks.py'),