forecasting

Hello,

On the website, the Installation page redirects to a 404: Not found page when clicking on "follow the instruction" in the Windows section.

Regards,

Hugo Defois

This issue is about reproducing and potentially documenting installation of the developer version that seems to deviate from current installation instructions; and reproducing whether the current instructions, as they are written down, work properly (or not).

Via an environment mishap, I was forced to re-install my sktime development version on windows.

The vanilla workflow described

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

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_

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

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...