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Issue 1079: Add windowed features #1203

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adamkells
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Implements the windowing of features. Relates to issue 1079.

Summary

Adds a function within RegressionModel to create new windowed features from a user dictionary which can contain either a user function or a string to implement a pre-defined function.

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codecov-commenter commented Sep 12, 2022

Codecov Report

Base: 93.71% // Head: 93.15% // Decreases project coverage by -0.56% ⚠️

Coverage data is based on head (3bb7554) compared to base (8bb9959).
Patch coverage: 5.66% of modified lines in pull request are covered.

❗ Current head 3bb7554 differs from pull request most recent head 4ecc335. Consider uploading reports for the commit 4ecc335 to get more accurate results

Additional details and impacted files
@@            Coverage Diff             @@
##           master    #1203      +/-   ##
==========================================
- Coverage   93.71%   93.15%   -0.57%     
==========================================
  Files          83       83              
  Lines        8423     8463      +40     
==========================================
- Hits         7894     7884      -10     
- Misses        529      579      +50     
Impacted Files Coverage Δ
darts/models/forecasting/regression_model.py 83.89% <5.66%> (-13.78%) ⬇️
darts/timeseries.py 91.96% <0.00%> (-0.07%) ⬇️
...arts/models/forecasting/torch_forecasting_model.py 87.45% <0.00%> (-0.05%) ⬇️
darts/models/forecasting/block_rnn_model.py 98.24% <0.00%> (-0.04%) ⬇️
darts/models/forecasting/nhits.py 99.27% <0.00%> (-0.01%) ⬇️
darts/datasets/__init__.py 100.00% <0.00%> (ø)

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@eliane-maalouf eliane-maalouf self-assigned this Sep 16, 2022
@eliane-maalouf
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Hi @adamkells , thank you for submitting this draft PR for this improvement on features engineering. I am looking at it and updating it in those upcoming days.

@eliane-maalouf eliane-maalouf linked an issue Sep 21, 2022 that may be closed by this pull request
@eliane-maalouf
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The history of this PR branch was merged with PR branch #1269.
It can be safely closed.

@eliane-maalouf eliane-maalouf removed their assignment Oct 13, 2022
@hrzn
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hrzn commented Oct 14, 2022

Closing as commits have been brought to #1269

@hrzn hrzn closed this Oct 14, 2022
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window transformer
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