alteryx / alteryx/evalml

Multiple predictions per observation for time series

Abierto
#1,503 1 comentario 0 reacciones 1 asignado Reclamado por @asniyaz Ver en GitHub
enhancement needs design
Lenguaje dominante
Python
Estrellas
850
Forks
96
Métricas de merge de PR
Sin PR fusionados en 30 d

Descripción

As an evalml user, I want time series pipelines to make multiple predictions per observation. For example, using the data from the past week, predict the target values for the next three days.

How should this parameter be specified?
* As an extra parameter to pipeline `predict`
* At the pipeline init level

I think the answer depends on whether this parameter should affect how the pipeline is fit.

If we go with option 1, then the pipeline is fit to only make the "next" prediction (whether that's tomorrow or k days from now) and we can get predictions for the entire horizon by recursively calling `predict` on the predictions. I think this would work but if the pipeline isn't fit on its own predictions, the errors would compound towards the end of the horizon.

If we go with option 2, then we can either fit a different estimator for each timestep in the horizon or we can fit the estimator with a mixture of its own predictions and ground truth (in the hopes it will learn to correct its mistakes).

The answer will depend how this feature is integrated into AutoML.

Guía de contribución

Abrir la guía de contribución

Evaluación

Este issue todavía no se ha evaluado.

Recibe los nuevos issues en tu correo

Un resumen breve de issues de GitHub para principiantes.