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feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference() (#161)

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* feat(Transformations): added Transformations abstraction & handling in walk_forward_train() & inference()

* fix(WalkForward): use Dataframes to call Transformation.fit_transform()

* feat(WalkForward): restored option for models to recieve unscaled data

* fix(Transformations): output DataFrame as expected

* fix(Tests): missing new property
This commit is contained in:
Mark Aron Szulyovszky
2022-01-12 23:22:55 +01:00
committed by GitHub
parent 3084f5e271
commit 1856fcad22
16 changed files with 144 additions and 85 deletions
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models/base.py
+1 -1
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@@ -7,7 +7,7 @@ import numpy as np
class Model(ABC):
data_scaling: Literal["scaled", "unscaled"]
data_transformation: Literal["transformed", "original"]
feature_selection: Literal["on", "off"]
# data_format: Literal["wide", "narrow"]
only_column: Optional[str]