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Implement forecast decomposition for SMA-based models #1166

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alex-hse-repository opened this issue Mar 15, 2023 · 0 comments · Fixed by #1180
Closed

Implement forecast decomposition for SMA-based models #1166

alex-hse-repository opened this issue Mar 15, 2023 · 0 comments · Fixed by #1180
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enhancement New feature or request

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alex-hse-repository commented Mar 15, 2023

🚀 Feature Request

Implement forecast decomposition for SeasonalMovingAverageModel model

Proposal

  1. In methods forecast and predict add flag return_components: bool = False (see base classes of models)
  2. Implement target components extraction logic for case return_components =True:
  • Components of forecast are target lags depending on window and seasonality parameters, there should be window components at all
  • Wights of the components are 1/window
  • Names of the components are "target_component_lag_<lag_id>"
  • Add target components to the result dataset via add_target_component method of the dataset

Test cases

  • Test components sum up to target for different parameter sets (window, seasinality)
  • Test that the component names are correct for different parameter sets (window, seasinality)

Additional context

Is blocked by Inference 2.1 milestone

@alex-hse-repository alex-hse-repository added the enhancement New feature or request label Mar 15, 2023
@github-project-automation github-project-automation bot moved this to Specification in etna board Mar 15, 2023
@alex-hse-repository alex-hse-repository moved this from Specification to Todo in etna board Mar 16, 2023
@alex-hse-repository alex-hse-repository moved this from Todo to Backlog in etna board Mar 16, 2023
@alex-hse-repository alex-hse-repository moved this from Backlog to Todo in etna board Mar 23, 2023
@alex-hse-repository alex-hse-repository moved this from Todo to In Progress in etna board Mar 23, 2023
@alex-hse-repository alex-hse-repository self-assigned this Mar 23, 2023
@alex-hse-repository alex-hse-repository moved this from In Progress to In Review in etna board Mar 23, 2023
@github-project-automation github-project-automation bot moved this from In Review to Done in etna board Mar 29, 2023
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