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functime-org / functime

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

Home Page:https://docs.functime.ai

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Support bring your own model

ngriffiths13 opened this issue · comments

commented

Is your feature request related to a problem? Please describe.
I want to make it easy for people to bring their own models and plug them into our framework to make it easy to build and test forecasters and models on time series data.

Describe the solution you'd like
It would be nice to have 2 layers of abstraction:

  1. We build everything. Just tell us what model you want and a few basic details and we will run everything.
  2. Bring your own model, and use our boilerplate code. We have nice transformations, cross val, prediction frameworks, etc.

Describe alternatives you've considered
The other option is to allow the library to explode with model options, or just say we won't support anything we don't what to.

Additional context