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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/statsmodels.py
+1 -1
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@@ -8,7 +8,7 @@ from copy import deepcopy
class StatsModel(Model):
# This is work in progress
data_scaling = 'scaled'
data_transformation = 'transformed'
only_column = None
feature_selection = 'on'
model_type = 'ml'