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add update method to target_transforms #293

Merged
merged 2 commits into from
Jan 5, 2024
Merged

add update method to target_transforms #293

merged 2 commits into from
Jan 5, 2024

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jmoralez
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@jmoralez jmoralez commented Jan 5, 2024

Description

Adds the update method to the target transformations which will be used when calling TimeSeries.update to apply the transformations to new values. Currently only Differences actually updates its stored values, since the impact of not doing it would be greater than for the scalers (so the scalers only transform the new values and keep their original parameters).

The update method isn't declared as abstract in the BaseTargetTransform class in order to not make this a breaking change. If someone wants to use a custom target transformation with TimeSeries.update they should define the update method, otherwise a NotImplementedError will be raised.

Fixes #292

Checklist:

  • This PR has a meaningful title and a clear description.
  • The tests pass.
  • All linting tasks pass.
  • The notebooks are clean.

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@jmoralez jmoralez added the fix label Jan 5, 2024
@jmoralez jmoralez marked this pull request as ready for review January 5, 2024 22:47
@jmoralez jmoralez merged commit 858f4c2 into main Jan 5, 2024
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@jmoralez jmoralez deleted the update-target-tfms branch January 5, 2024 22:50
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[Core]ts.update method may not support target_transforms,lag_transforms and date_features
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