forecasting

Maybe I'm missing a setting, but there currently seems to be no inbuilt in way to enable legends for the plot functions. Would it be possible to add this feature? Many thanks.

Describe the bug
If you load arrow_head data with default split settings, the resulting dataframe has indices that repeat. this is because there is a concatenation of train and test data

To Reproduce

from sktime.datasets import load_arrow_head
X, y = load_arrow_head(return_X_y=True)
X.index.values

Output:

array([  0,   1,   2,   3,   4,   5,   6,   7,   8,

Description

(A clear and concise description of what the feature is.)

• util.cumsum implementation https://github.com/awslabs/gluon-ts/blob/master/src/gluonts/mx/util.py#L326 does not scale under mx.ndarray
• cumsum is 2-5 times slower than nd.cumsum under both mx.sym and mx.ndarray, and even fails for large 4-dim input

Sample test

Code

# import ...
def test_

Is your feature request related to a current problem? Please describe.
In order to create an outlier detection with Prophet, i need the full dataframe that's return Prophet

Describe proposed solution
Remove the hardcoded ["yhat"] from Prophet.predict add a variable asking to return just yhat or all the predictions: 'yhat_lower', 'yhat_upper', etc..
https://unit8co.github.io/d

Dear team,

I am in stuck when convert very large numpy array to your TSDatasets.
These are what I have tried to fix my issue:

• when building time-series, I used tensorflow.keras.preprocessing.timeseries_dataset_from_array. After this step, the memory is still fine
• I concatenate all batch data into numpy array, this step produces problem so I use numpy memmap to avoi

Is your feature request related to a problem? Please describe.
While sales forecasting, it is necessary that the model is given the input about the promotions, special events that are taken care of in the prophet model as the holiday effect. Does orbit support this feature?

We have a lot of antiquated docstrings that don't render well into ReadTheDocs. A kind of grunge (but incredibly useful) task would be to refactor these docstrings into proper ReadTheDocs format. This would allow us to render them effectively...