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Provide time series support. #32

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SamVanhoutte opened this issue Apr 29, 2020 · 1 comment
Open
2 of 4 tasks

Provide time series support. #32

SamVanhoutte opened this issue Apr 29, 2020 · 1 comment
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help wanted Extra attention is needed specs-required All issues where the specifications are still being defined and implementation should be halted

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@SamVanhoutte
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SamVanhoutte commented Apr 29, 2020

More specs needed:

  • Enable support for datetimeindexed DataFrames Implementation
  • Take sections of DataFrames, based on time values Implementation
  • Visualize predicted curves together with the actuals
  • Detect seasonality in time series

Need more specs on this

@SamVanhoutte SamVanhoutte added help wanted Extra attention is needed specs-required All issues where the specifications are still being defined and implementation should be halted labels Apr 29, 2020
@SamVanhoutte
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Further specs (to split out in different issues, when starting):

Visualize predicted curves together with the actuals

When predicting time series data, typically you take a point as from where you want to start predicting, and a window/length of how far you want to predict. And then, after training, you want to validate visualize if the predictions you made were okay. That is best done, using a good plot.
An example is below, where 6 prediction methods were plotted on the chart, with the Actual data as the green plot line.

image

Detect seasonality in time series

One of the key components of time series is the seasonality. It would be good to get a function that detects the seasonality in a time series and returns this.

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