Repository navigation
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Hello I was interested in having this in a personnal project. I used Gen AI to make this PR and reviewed it manually.
Closes #668. Adds groupby and sort_by to the existing forecasting transformers,
so stores/products/assets in the same dataframe cannot share lagged or aggregated
values. Multiple group columns form a combined key. Date-based results align on
both that key and timestamp. Existing ungrouped behaviour is unchanged.
This proposal follows the maintainer's invitation to supersede #727 with simpler
pandas grouped operations. It retains a unique row index; repeated dates across
groups can live in sort_by. No training history is carried into later transforms.
Per-variable window dictionaries are outside this change.
Validation: 143 forecasting tests pass on both pandas 3.0/sklearn 1.9 and pandas
2.2/sklearn 1.4, including independent-series reference comparisons, time windows,
frequency shifts, combined keys, drop_na and target alignment. User guides and
API docs updated; type and style checks pass.
Dependency requirements are unchanged. Testing covers the two configurations above, not the full supported-version matrix.