Improvements in Effects API

[felipeangelimvieira]

In Prophetverse, we use "Effects" to describe and compute the relationship between exogenous variables and how they affect the forecasted mean. Linear effects can be used to describe linear relationships, Hill Effect can be used to capture a saturation effect, etc.

There are some improvements that could be made to make this feature of Prophetverse more useful. I'm opening this discussion to discuss on those improvements.

Ideas:

1. Make effects capable of using other effects outputs as inputs. Example of use case: when modelling the impact of investment on the timeseries (sales for examplo), we know that seasonality has an influence on its impact. The HillEffect (which captures saturation) could be able to use the seasonal effect to model the total capacity.

2. Implement get_params, set_params behaviour (see Franz answer here)