The generated_holidays table in R contains a non-existing holiday, Bevrijdingsdag, Hemelvaart, that is actually a concatenation of two holidays (Bevrijdingsdag and Hemelvaart) that happen to coincide in that year, but in general do not fall on the same date.
This has prophet fit a coefficient for this joint holiday instead of the separate holidays. A `tidyr::separate_rows(holiday, sep

Is your feature request related to a problem? Please describe.

• Time series forest

Describe the solution you'd like

• Replace loops with joblib parallelized computations or numba.

Description

Now that we have distributions like the Beta distribution, it only makes sense to create a Min-Max Scaler to map the input into the right input domain (support) for the distributions.

It would need to ne something like https://gluon-ts.mxnet.io/api/gluonts/gluonts.block.scaler.html?highlight=meanscaler#gluonts.block.scaler.MeanScaler the MeanScaler.

Describe proposed solution
New function in TimeSeries class named transform taking as parameter function and applying it to TimeSeries itself. For reference see pandas-pipe

signature:
transform(self, function, *args, **kwargs) -> TimeSeries