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    Ilyas Moutawwakil
    @IlyasMoutawwakil
    can someone explain to me why please
    Franz Király
    @fkiraly
    this was discussed in alan-turing-institute/sktime#1076
    the gist of it, I believe, is that ARIMA - as an abstract method - can't do this, as opposed to being an issue with the implementation
    in your opinion: what should be happening, if you ask for in-sample predictions for the earliest point (the one with index "0")?
    would be nice to see an example
    note that, naively, the ARIMA model with difference parameter d will need to have seen already d data points if you want to apply it to forecast, so it's not clear what a forecast would be before you have seen d points
    Ilyas Moutawwakil
    @IlyasMoutawwakil
    oh right now I see, since I used to use ARIMA models from statsmodel with d=0 I forgot that autoARIMA might return a model with d>0.
    What about returning None for points a model can't predict (makes sense in lots of contexts)
    Franz Király
    @fkiraly
    hmmmmmmm - yes, that sounds very sensible! I've updated alan-turing-institute/sktime#859 to be a "good first issue" with that request.
    (PS: if you haven't seen it, kindly resolve the merge conflict in your nice prophet upgrade alan-turing-institute/sktime#1378 so we can merge the PR)
    Ilyas Moutawwakil
    @IlyasMoutawwakil
    done
    Franz Király
    @fkiraly
    great, thanks, merged! So now on to 859, perhaps? :-)
    Ilyas Moutawwakil
    @IlyasMoutawwakil
    yess why not
    there's another thing I'm having troubles with and Idk if it's a bug or is it just me misusing joblib
    apparently if you make forecasters with maximum n_jobs (-1) and then feeded them to an AutoEnsembleForecaster whith maximum n_jobs (-1), joblib crashes somehow and fall into an infinite loop
    Franz Király
    @fkiraly
    strange, can you kindly write up a reproducible example and tag @aiwalter in the bug report?
    sounds like it´s a genuine bug
    Patrick Beart
    @pbeart
    Hey all, I'm really interested in further development of the proposal for supervised forecasting as described in https://github.com/sktime/enhancement-proposals/blob/master/steps/04_supervised_forecasting_api/step.md, unfortunately I'm very inexperienced with machine learning but are there any boilerplate tasks that I could work on to help get this moving?
    Patrick Beart
    @pbeart
    (I'm also particularly interested in the live learning aspects of what I've seen so if anyone has any suggestions on that outsie of sktime I'd love to hear them)
    Franz Király
    @fkiraly
    absolutely, there are some tasks you could work on - have you already made a pull request to sktime or another open source tool? The general recommendation is to "start small", even if you have good programming background, to get to grips with GitHub and collaborative coding. I'd recommend first picking a "good first issue" with low or trivial coding complexity to get familiar with the "GitHub" aspects.
    1 reply
    Here's a list alan-turing-institute/sktime#1147; here's a "boilerplate refactoring" task where you could pick one item alan-turing-institute/sktime#1146
    not supervised forecasting related, but, as said, to get familiar with the workflow
    and then successively "move up" :-)
    Ilyas Moutawwakil
    @IlyasMoutawwakil
    @fkiraly is there any forecasting algorithms in sktime for multivariate time series?
    Franz Király
    @fkiraly

    @ilyasmoutawwakil, v.0.8.0 added framework support for multivariate forecasting, i.e., tests, input/output checks etc. In that releas version, only two concrete learners are available - the NaiveForecaster, and ColumnEnsembleForecaster (which allows you to apply different forecasters to different columns, or the same forecaster to all columns). These were mainly used for testing and framework development. Generally, you can find the multivariate forecasters by searching the scitype:y tag for "multivariate" or "both" using all_estimators. Currently, a number of multivariate forecasters are under development or under review: pipeline, grid search alan-turing-institute/sktime#1376 alan-turing-institute/sktime#856; vector autoregression alan-turing-institute/sktime#1083.

    There's a few more forecasters that could be extended to multivariate, if you want to pick up any? alan-turing-institute/sktime#1364.

    Also, the forecasting notebook does not yet include discussion of the tag lookup or multivariate forecasting, see alan-turing-institute/sktime#1446 - that's also a todo where help would be appreciated.
    Ilyas Moutawwakil
    @IlyasMoutawwakil
    hi everyone, is there a reason for why sktime uses fbprophet and not prophet
    on prophet's github it says here that fbprophet is kinda ghosted:
    Version 1.0 (2021.03.28)
    Python package name changed from fbprophet to prophet
    Fixed R Windows build issues to get latest version back on CRAN
    Improvements in serialization, holidays, and R timezone handling
    Plotting improvements
    Chaim Yosef Glancz
    @chaimglancz
    The major dependency that prophet has is pystan and I have windows and pystan has problems by me with windows so I use only the old version with the name fbprophet so I'm happy that sktime also uses the old version
    Franz Király
    @fkiraly
    yes, indeed - we've tried upgrading but it broke so many things for us developers and users, we decided it might be such a major time and resource investment to upgrade it that we would focus on other things. Already the original version and its dependencies was really a hassle, see also this issue alan-turing-institute/sktime#666
    We've also been thinking of moving the Bayesian dependencies like pystan out of sktime core since they continue causing problems for users, but again that might be a major undertaking.
    Either way, contributions are very much appreciated - but be aware that this is a challenging and potentially frustrating task...
    here's one try by Martin alan-turing-institute/sktime#841, by all I know he decided to take a long holiday after that.
    Siddhi Shroff
    @Sidshroff
    CIF
    Hi, everyone! I am trying to implement CanonicalIntervalForest from sktime
    I was able to implement Catch22classfier with the same dataset, but when I implement CIF I get an error! Will somebody be able to help me with it?
    Siddhi Shroff
    @Sidshroff
    This is the main error:
    ~/anaconda3/envs/tensorflow_p36/lib/python3.6/site-packages/sktime/classification/base.py in fit(self, X, y)
    108 X, y = check_X_y(X, y, coerce_to_numpy=coerce_to_numpy)
    109
    --> 110 self._fit(X, y)
    111
    112 # this should happen last
    Matthew Middlehurst
    @MatthewMiddlehurst
    @Sidshroff Hi. Unfortunetly, that just tells us that it fails in fit somewhere. All the tests pass for CIF.
    Does your data have unequal length series? Our classifiers arent really set up to handle that currently.
    Siddhi Shroff
    @Sidshroff
    @MatthewMiddlehurst - Thanks for the response Matthew. The data is equal length series, I handled that during the data per-processing part. Is there anything I can look at to figure out whats causing the error?
    Matthew Middlehurst
    @MatthewMiddlehurst
    @Sidshroff Yeah, would be good to find out so we can fix it if required. If the data is equal length with no missing values/NaNs it should be fine.
    Matthew Middlehurst
    @MatthewMiddlehurst
    Is there an exception/error given other than that? A bit difficult if its only telling you where the issue is.
    I could try running it if i had the data, but understandable if you cant share
    Siddhi Shroff
    @Sidshroff
    Let me check, and see if I can share more details on the error. Sorry, it would be difficult to share the data, i really do appreciate the help!
    Siddhi Shroff
    @Sidshroff
    image.png
    Sorry, it doesn't look very readable, understandable if you would be unable to help with this error message
    Matthew Middlehurst
    @MatthewMiddlehurst
    No thats great, thought i had already fixed that. Will try push somthing in a couple of days.
    Siddhi Shroff
    @Sidshroff
    Would you be able to tell me whats causing the error? It would good for me to know