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

Please add LinkedIn Greykite time series model as a part of sktime.

Recently found your library and it is really great and handy!
The evaluation of the forecasting performance is best done using a cross-validation approach. The backtest_forecasting()-function does that - although it currently iterates and re-trains the model on every single time step. In my application, I am training ten-thousands of different time series and it becomes computationally unfeasib

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_

Hi,

Thanks for this great project! I encounter a problem when I try to reproduce the result from the MiniRocket tutorial notebook. In the Offline Pytorch implementation section, I find that the predicted label does not match the one in y. For example:

Here the preds are actually r

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...