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Add support for time series prediction #676

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iirekm opened this issue Nov 21, 2023 · 0 comments
Open

Add support for time series prediction #676

iirekm opened this issue Nov 21, 2023 · 0 comments

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@iirekm
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iirekm commented Nov 21, 2023

Unfortunately, mljar seems to be inadequate for time series prediction. Missing features:

  • optionally: some time-series specific feature extraction (e.g. rolling means, convolutional neural net, etc)
  • optionally: quantile loss, ideally if multiple quantiles could be predicted (like Amazon Forecast or AutoGluon does)
  • at support for TimeSeriesSplit - I've noticed that mljar has validation_type="custom", cv= but it seems to be unimplemented, although cv is provided, I get You need to specify cv as list or iterable
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