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Add TimesFMModel #544

Merged
merged 22 commits into from
Dec 28, 2024
Merged

Add TimesFMModel #544

merged 22 commits into from
Dec 28, 2024

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egoriyaa
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Before submitting (must do checklist)

  • Did you read the contribution guide?
  • Did you update the docs? We use Numpy format for all the methods and classes.
  • Did you write any new necessary tests?
  • Did you update the CHANGELOG?

Proposed Changes

Closing issues

closes #528

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@egoriyaa egoriyaa self-assigned this Dec 24, 2024
@egoriyaa egoriyaa requested a review from d-a-bunin December 24, 2024 10:23
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github-actions bot commented Dec 24, 2024

🚀 Deployed on https://deploy-preview-544--etna-docs.netlify.app

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etna/libs/timesfm/timesfm.py Show resolved Hide resolved
etna/libs/timesfm/timesfm_base.py Show resolved Hide resolved
etna/models/nn/chronos/base.py Show resolved Hide resolved
etna/models/nn/timesfm.py Outdated Show resolved Hide resolved
etna/models/nn/timesfm.py Show resolved Hide resolved
etna/models/nn/timesfm.py Show resolved Hide resolved
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tests/test_models/test_nn/test_timesfm.py Outdated Show resolved Hide resolved
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@egoriyaa egoriyaa requested a review from d-a-bunin December 26, 2024 11:20
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@egoriyaa egoriyaa requested a review from d-a-bunin December 26, 2024 13:07
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nan_segment_mask = target_df.isna().any()
if nan_segment_mask.any():
nan_segments = nan_segment_mask.loc[:, nan_segment_mask].index.get_level_values(0).tolist()
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I think we should do:

nan_segments = nan_segment_mask.loc[:, nan_segment_mask].index.get_level_values("segment").unique().tolist()

Egor Baturin added 2 commits December 26, 2024 19:16
@egoriyaa egoriyaa requested a review from d-a-bunin December 26, 2024 16:21
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d-a-bunin
d-a-bunin previously approved these changes Dec 27, 2024
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codecov bot commented Dec 27, 2024

Codecov Report

Attention: Patch coverage is 88.51508% with 99 lines in your changes missing coverage. Please review.

Project coverage is 90.42%. Comparing base (7fab7c7) to head (abdf5e1).
Report is 1 commits behind head on master.

Files with missing lines Patch % Lines
etna/libs/timesfm/timesfm_base.py 78.82% 47 Missing ⚠️
etna/libs/timesfm/xreg_lib.py 83.57% 23 Missing ⚠️
etna/libs/timesfm/patched_decoder.py 94.66% 16 Missing ⚠️
etna/libs/timesfm/timesfm.py 86.30% 10 Missing ⚠️
etna/settings.py 71.42% 2 Missing ⚠️
etna/models/nn/timesfm.py 99.12% 1 Missing ⚠️
Additional details and impacted files
@@            Coverage Diff             @@
##           master     #544      +/-   ##
==========================================
- Coverage   90.52%   90.42%   -0.10%     
==========================================
  Files         256      262       +6     
  Lines       17375    18234     +859     
==========================================
+ Hits        15728    16488     +760     
- Misses       1647     1746      +99     

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

@github-actions github-actions bot temporarily deployed to pull request December 27, 2024 14:13 Inactive
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@egoriyaa egoriyaa merged commit 438b738 into master Dec 28, 2024
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@egoriyaa egoriyaa deleted the issue-528 branch December 28, 2024 10:30
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Add TimesFMModel
2 participants