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feature/multivariate - step 4 #111
Commits on May 11, 2020
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feature(tcn): started with implementation
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feature(tcn): merged with new develop branch, fixed conflicts
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feature(torch forecasting): created TorchForecastingModel class and m…
…ade rnn and tcn model to inherit from it
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feature(torch forecasting): updated docstrings
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feature(torch forecasting): polished arguments, fixed test case
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Commits on May 12, 2020
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feature(tcn): changes to torch module
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Commits on May 14, 2020
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feature(tcn): implemented residual block architecture, variable outpu…
…t_length
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feature(tcn): added weight normalization option
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Commits on May 15, 2020
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feature(tcn): updated docstrings
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feature(examples): updated FFT notebook
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feature(examples): updated FFT notebook
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feature(torch forecasting): added docstring for _TimeSeriesDataset1DS…
…hifted
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fix(formatting): solved linter issues
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fix(testing): fixed import issue
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fix(formatting): solved more linter issues
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feature(torch forecasting): updated documentation
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feature(torch forecasting): improved docstrings
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fix(formatting): solved sphinx issue
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feature(examples): updated RNN example
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Commits on May 25, 2020
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fix(tcn): fixed variable names
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fix(tcn): fixed variable names
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Commits on May 26, 2020
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feature(testing): added TCN tests
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fix(tcn): removed if statement parantheses
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fix(tcn): fixed edge case when num_layers=1, removed last ReLU
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fix(testing): fixed TCN fit test
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fix(formatting): solved linter issues
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Commits on May 28, 2020
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fix(tcn_model): fixed automatic number of layer computation
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feature(TCN): added receptive field coverage testing
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fix(TCN): minor formatting changes
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Commits on May 29, 2020
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fix(tcn): fixed output_length being ignored
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feature(TorchForecastingModel): added first_prediction_index property
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fix(formatting): solved linter issues
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feature(TorchForecastingModel): added new mode to predict that uses a…
…ll output_length values of one forward pass
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feature(backtesting): added no-retrain option and real_time_plot func…
…tionality to backtest_forecasting to improve backtesting of torch models
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feature(backtesting) added docstring descriptions of new backtest_for…
…ecasting args
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Commits on Jun 2, 2020
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Commits on Jun 3, 2020
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feature(backtesting): plotting only relevant part in real_time_plot, …
…not training model that was already fit
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feature(univariate): started rewriting the TimeSeries class to be bas…
…ed on pd.DataFrame
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Commits on Jun 4, 2020
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feature(multivariate): first working version of multivariate TimeSeri…
…es class
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feature(multivariate): first working version of multivariate TimeSeri…
…es class
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feature(multivariate): adapted all existing code to use univariate in…
…terface with TimeSeries
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fix(fft): fixed condition when cropping training set
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fix(TimeSeries): fixed plot method
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Commits on Jun 5, 2020
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feature(multivariate): adapted TimeSeries.update and corresponding un…
…it tests
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fix(formatting): fixed linter issues
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fix(ForecastingModel): fixed typo
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feature(formatting): fixed final linter problem
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fix(TimeSeries): fixed a couple of docstrings
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feature(tests): added separate multivariate test file for TimeSeries …
…which contains some tests for already existing TimeSeries methods
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feature(multivariate): added TimeSeries.stack
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feature(multivariate): added TimeSeries.width property and TimeSeries…
….univariate_component getter method
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fix(formatting): solved linter issues
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Commits on Jun 8, 2020
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feature(TimeSeries): added TimeSeries.add_datetime_attribute function
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feature(timeseries_generation): updated docstrings
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feature(TimeSeries): added TimeSeries.add_holidays by readapting time…
…series_generation.holiday_timeseries (which has now been removed)
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fix(formatting): solved linter issues
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feature(multivariate): updated TimeSeries.from_dataframe to accept a …
…list of value columns, TimeSeries.from_times_and_values now accepts a 2-dimensional numpy array as values
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fix(TimesSeries): fixed docstring
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feature(multivariate): adapted tests to be reused in multivariate con…
…text
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fix(TimeSeries): fixed TimeSeries.update
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fix(TimeSeries): fixed variable name typo
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fix(formatting): solved linter issues
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fix(formatting): solved linter issues
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feature(multivariate): added multivariate support to torch models, ad…
…ded experimental datetime enhancement feature to torch models
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Commits on Jun 9, 2020
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feature(multivariate): added multivariate input support for RNN
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feature(multivariate): added multivariate support to _TimeSeriesDatas…
…et1DSequential
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feature(timeseries_generation): moved main add_datetime_attribute and…
… add_holidays functionality to timeseries_generation, invoking those methods in TimeSeries now
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fix(timeseries_generation): fixed mistakes
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fix(formatting): solved linter issues
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feature(TorchForecastingModel): implemented 'datetime_enhancement' an…
…d 'holiday_enhancement' arguments for model constructor which result in additional datetime-derived input series
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fix(formatting): solved linter issues
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Commits on Jun 10, 2020
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feature(multivariate): requiring dataframe in main TimeSeries constru…
…ctor, added TimeSeries.from_series static function
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fix(formatting): solved linter issues
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feature(multivariate): added automatic input_size adjustment when pas…
…sing enhancement arguments
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feature(multivariate): added multivariate support to predict in use_f…
…ull_output_length mode
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feature(examples): added simple example showcasing datetime enhanceme…
…nt functionality of TorchForecastingModels
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Commits on Jun 11, 2020
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feature(logging): added raise_if function
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feature(multivariate): changed attribute name _series to _df
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feature(multivariate): made time series naming more consistent, remov…
…ed outdated pandas series data type descriptions
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fix(testing): adapted test to new logging message
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merged with feature/multivariate (multivariate-1)
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feature(testing): added test case for TimeSeries._assert_multivariate()
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feature(multivariate): added TimeSeries.first_values() and TimeSeries…
….last_values()
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fix(formatting): fixed linter issue
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feature(multivariate): added width check to TimeSeries.plot()
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Commits on Jun 12, 2020
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feature(multivariate): renamed notebook
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feature(multivariate): adapted scaler wrapper to multivariate
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fix(timeseries_generation): fixed one-hot encoding of datetime_attrib…
…ute_timeseries function, added more tests
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feature(examples): created multivariate functionality notebook
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Commits on Jun 15, 2020
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feature(multivariate): added multivariate support for regression feat…
…ures
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feature(multivariate): added multivariate target support to StandardR…
…egressionModel
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fix(formatting): solved linter issues
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feature(multivariate): introduced univariate and multivariate subclas…
…ses of ForecastingModel
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fix(formatting): solved linter issue
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feature(multivariate): removed 'enhancement' arguments for torch mode…
…ls, added multidimensional output functionality
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fix(TorchForecastingModel): fixed bug
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feature(multivariate): added metrics support for multivariate time se…
…ries, added more test cases
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feature(metrics): one more tweak for multivariate support, more tests
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fix(testing): fixed metrics test case
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fix(formatting): fixed linter issue
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feature(multivariate): added multivariate target sequence support to rnn
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Commits on Jun 16, 2020
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feature(TorchForecastingModel): improved value checks
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feature(testing): added multivariate tests for TCN and RNN
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feature(multivariate): added univariate checks to backtesting
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feature(testing): added more backtesting tests
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fix(TorchForecastingModel): fixed predict function in use_full_output…
…_length mode, added more tests
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feature(multivariate): added short example notebook
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feature(docs): added multivariate-example to examples.rst
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fix(formatting): solved linter issues
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merged with feature/multivariate
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feature(metrics): added width check for every metric function
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fix(examples): updated imports of multivariate examples
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merged with feature/multivariate
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feature(tests): added test file and test case for utils.py
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feature(multivariate): added checks that input is univariate in stati…
…stics functions, added a test case for it
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feature(backtesting): added more backtesting options, including multi…
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feature(examples): started changing TCN example
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merged with feature/multivariate
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fix(TCN): forgot to include a change
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fix(examples): fixed notebooks to work with new multivariate function…
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feature(multivariate): improved backtesting, added more tests
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merged with feature/multivariate
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feature(multivariate): added more backtesting tests
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merged with feature/multivariate
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fix(multivariate): forgot to pass on frequency to new time series obt…
…ained by TimeSeries.univariate_component
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feature(multivariate): for MultivariateForecastingModel.fit added che…
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fix(formatting): fixed linter issue
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feature(multivariate): added multivariate support for missing_values …
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feature(backtesting): updated docstring of backtest_forecasting
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feature(multivariate): added more tests for backtest_forecasting
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feature(multivariate): added multivariate support to backtest_regression
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feature(multivariate): added multivariate support to backtest_gridsearch
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merged with feature/multivariate
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fix(TorchForecastingModel, TCNModel, backtesting): fixed some issues …
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fix(backtesting): removed mutable default arguments
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fix(TorchForecastingModel): fixed predict function
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feature(examples): updated TCN notebook
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fix(backtesting): fixed indexing error relating to stride
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fix(TimeSeries): changed constructor not to throw an error when given…
… frequency and inferred frequency don't match, but just a warning
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feature(examples): updated TCN notebook
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fix(TimeSeries): replaced deperecated warn method
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fix(tests): fixed TimeSeries test to reflect new frequency mismatch h…
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fix(tests): fixed backtesting test case
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feature(examples): updated RNN notebook
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fix(logging, TorchForecastingModel): fixed merging mistakes
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feature(backtesting): improved docstrings
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fix(backtesting): added backticks to docstring
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fix(backtesting): moved argument check up in backtest_forecasting
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fix(examples): reverted FFT examples execution counts
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fix(examples): fixed missing FFT notebook change
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