tinkoff-ai / etna

ETNA – Time-Series Library

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Forecast `start_timestamp` for CLI command

brsnw250 opened this issue Β· comments

πŸš€ Feature Request

Set forecasting intervall by adding start_timestamp parameter.

Proposal

Add to forecast CLI command config the possibility to set forecast interval

  1. Compute a new forecast horizon if start_timestamp set in forecast_params_config
    General idea of how horizon can be extended:
    extended_horizon = int(start_timestamp - train_end_timestamp) + horizon
    
    When new horizon estimated, timestamp frequency should be taken into account. (weekly, daily, hourly, ...)
  2. Estimate pipeline with the new horizon and make predictions
  3. Filter forecasts with timestamp >= start_timestamp
  4. Add start_timestamp description to config documentation

Test cases

  • Test that forecast command works with start_timestamp parameter.
  • Test that forecast timestamps >= start_timestamp and number of points == horizon.

Additional context

forecast_params_config