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[ENH] Implementing D2 data module, tests and TimeXer model from tslib for v2 #1836

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Jun 20, 2025
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b3644a6
test suite
fkiraly Feb 22, 2025
a1d64c6
Merge branch 'main' into test-suite
fkiraly Feb 22, 2025
4b2486e
skeleton
fkiraly Feb 22, 2025
02b0ce6
skeleton
fkiraly Feb 22, 2025
41cbf66
Update test_all_estimators.py
fkiraly Feb 23, 2025
cef62d3
Update _base_object.py
fkiraly Feb 23, 2025
bc2e93b
Update _lookup.py
fkiraly Feb 23, 2025
eee1c86
Update _lookup.py
fkiraly Feb 23, 2025
164fe0d
base metadatda
fkiraly Feb 23, 2025
20e88d0
registry
fkiraly Feb 23, 2025
318c1fb
fix private name
fkiraly Feb 23, 2025
012ab3d
Update _base_object.py
fkiraly Feb 23, 2025
86365a0
test failure
fkiraly Feb 23, 2025
f6dee46
Update test_all_estimators.py
fkiraly Feb 23, 2025
9b0e4ec
Update test_all_estimators.py
fkiraly Feb 23, 2025
7de5285
Update test_all_estimators.py
fkiraly Feb 23, 2025
57dfe3a
test folders
fkiraly Feb 23, 2025
c9f12db
Update test.yml
fkiraly Feb 23, 2025
fa8144e
test integration
fkiraly Feb 23, 2025
232a510
fixes
fkiraly Feb 23, 2025
1c8d4b5
Update _conftest.py
fkiraly Feb 23, 2025
f632e32
try scenarios
fkiraly Feb 23, 2025
252598d
D1, D2 layer commit
phoeenniixx Apr 6, 2025
d0d1c3e
remove one comment
phoeenniixx Apr 6, 2025
80e64d2
model layer commit
phoeenniixx Apr 6, 2025
6364780
update docstring
phoeenniixx Apr 6, 2025
82b3dc7
Merge branch 'refactor-d1-d2' into refactor-model
phoeenniixx Apr 6, 2025
257183c
update data_module.py
phoeenniixx Apr 10, 2025
9cdcb19
update data_module.py
phoeenniixx Apr 10, 2025
a83bf32
Merge branch 'refactor-d1-d2' into refactor-model
phoeenniixx Apr 10, 2025
ac56d4f
Add disclaimer
phoeenniixx Apr 10, 2025
0e7e36f
Merge branch 'refactor-d1-d2' into refactor-model
phoeenniixx Apr 10, 2025
4bfff21
update docstring
phoeenniixx Apr 11, 2025
ef98273
Merge branch 'refactor-d1-d2' into refactor-model
phoeenniixx Apr 11, 2025
8a53ed6
Add tests for D1,D2 layer
phoeenniixx Apr 19, 2025
9f9df31
Merge branch 'main' into refactor-d1-d2
phoeenniixx Apr 19, 2025
cdecb77
Code quality
phoeenniixx Apr 19, 2025
86360fd
Merge branch 'refactor-d1-d2' into refactor-model
phoeenniixx Apr 19, 2025
20aafb7
refactor file
fkiraly Apr 30, 2025
043820d
warning
fkiraly Apr 30, 2025
1720a15
linting
fkiraly May 1, 2025
af44474
move coercion to utils
fkiraly May 1, 2025
a3cb8b7
linting
fkiraly May 1, 2025
75d7fb5
Update _timeseries_v2.py
fkiraly May 1, 2025
1b946e6
Update __init__.py
fkiraly May 1, 2025
3edb08b
Update __init__.py
fkiraly May 1, 2025
a4bc9d8
Merge branch 'main' into pr/1811
fkiraly May 1, 2025
4c0d570
Merge branch 'pr/1811' into pr/1812
fkiraly May 1, 2025
ef37f55
Merge branch 'main' into test-suite
fkiraly May 1, 2025
a669134
Update _lookup.py
fkiraly May 4, 2025
d78bf5d
Update _lookup.py
fkiraly May 4, 2025
e350291
update tests
phoeenniixx May 11, 2025
f90c94f
Merge branch 'refactor-d1-d2' into refactor-model
phoeenniixx May 11, 2025
3099691
update tft_v2
phoeenniixx May 11, 2025
77cb979
warnings and init attr handling
fkiraly May 13, 2025
28df3c3
Merge branch 'refactor-d1-d2' of https://github.com/phoeenniixx/pytor…
fkiraly May 13, 2025
f8c94e6
simplify TimeSeries.__getitem__
fkiraly May 13, 2025
c289255
Update _timeseries_v2.py
fkiraly May 13, 2025
9467f38
Update data_module.py
fkiraly May 13, 2025
c3b40ad
backwards compat of private/public attrs
fkiraly May 13, 2025
c007310
Merge branch 'refactor-d1-d2' into refactor-model
phoeenniixx May 13, 2025
2e25052
Merge branch 'main' into refactor-model
phoeenniixx May 13, 2025
38c28dc
add tests
phoeenniixx May 14, 2025
9d80eb8
add tests
phoeenniixx May 14, 2025
a8ccfe3
add tests
phoeenniixx May 14, 2025
f900ba5
add more docstrings
phoeenniixx May 14, 2025
ed1b799
add note about the commented out tests
phoeenniixx May 14, 2025
fd59bac
initial commit - design decisions pending
May 15, 2025
c947910
Merge branch 'main' into refactor-model
phoeenniixx May 16, 2025
c0ceb8a
add the commented out tests
phoeenniixx May 16, 2025
3828c26
remove note
phoeenniixx May 16, 2025
0cb7df6
add _prepare_metadata function to d2 class
May 18, 2025
6d6d18e
Merge branch 'main' into refactor-model
phoeenniixx May 18, 2025
b32ed0e
add data processing and window mechanism for data module
May 18, 2025
cb55578
implement scaling, normalization in preprocessing, and windowing
May 18, 2025
2218336
create new tslib dataset, dataloader setup and collate_fn
PranavBhatP May 20, 2025
3144865
Merge branch 'test-suite' of https://github.com/sktime/pytorch-foreca…
phoeenniixx May 20, 2025
89231d9
Merge branch 'main' into tslib-d2-refactor
PranavBhatP May 20, 2025
30b541b
make the modules private
phoeenniixx May 20, 2025
3f1e11f
Merge remote-tracking branch 'origin/refactor-model' into refactor-model
phoeenniixx May 20, 2025
5cc3ff1
initial commit
phoeenniixx May 20, 2025
1bcf181
Merge branch 'refactor-model' into test-framework
phoeenniixx May 20, 2025
f18e09d
add TFTMetadata class
phoeenniixx May 20, 2025
e1e360e
add TFTMetadata class
phoeenniixx May 20, 2025
1fd0594
Merge remote-tracking branch 'phoeenniixx/refactor-model' into base-m…
PranavBhatP May 22, 2025
168e16a
Merge branch 'main' into test-framework
phoeenniixx May 22, 2025
b25ced9
implement base model for tslib
PranavBhatP May 22, 2025
f4afe90
add layer directory to store different architecture layer implementat…
PranavBhatP May 22, 2025
ae12c69
Merge branch 'main' into tslib-d2-refactor
PranavBhatP May 22, 2025
04e1a45
add model layers and timexer sample model code
PranavBhatP May 22, 2025
a27905d
format timexer file with proper linting
PranavBhatP May 22, 2025
e87c25b
complete the pipeline for tslib data module
PranavBhatP May 23, 2025
92c12bf
add TFT tests
phoeenniixx May 25, 2025
1831bcb
add example notebook and fix buy in _timexer.py
PranavBhatP May 25, 2025
a896b3f
clear cell outputs on trainer.fit()
PranavBhatP May 25, 2025
420de37
remove unnecessary squeeze method and add prediction demo in example …
PranavBhatP May 26, 2025
3b07263
restructure layers directory
PranavBhatP May 27, 2025
010298e
delete empty modules.py
PranavBhatP May 27, 2025
d0aa444
add warning and move tslib base model to a new file
PranavBhatP May 27, 2025
fef4113
fix wrong import statement in _timexer.py
PranavBhatP May 27, 2025
1d478d5
remove refactored TFT
phoeenniixx May 27, 2025
f9992f2
Merge branch 'main' into test-framework
phoeenniixx May 28, 2025
d049019
update test_all_estimators
phoeenniixx May 28, 2025
e72486b
linting
phoeenniixx May 28, 2025
8daeb95
Merge branch 'main' into tslib-d2-refactor
PranavBhatP May 28, 2025
5142d52
fix circular dependency error in en_embedding.py
PranavBhatP May 28, 2025
efbbc09
Merge branch 'main' into tslib-d2-refactor
PranavBhatP May 28, 2025
7443b0b
Merge branch 'main' into test-framework
phoeenniixx May 29, 2025
a734f26
refactor
phoeenniixx May 29, 2025
7f466b2
Add more test_params
phoeenniixx May 29, 2025
8a680df
add prelimnary tests for tslib d2
PranavBhatP May 29, 2025
0ccb078
add collate, setup and dataset tests
PranavBhatP May 29, 2025
826ac31
fix failing setup and tslib_dataset tests
PranavBhatP May 30, 2025
d70b07c
fix incorrect metadata handling in tslib dataset and fix tests for co…
PranavBhatP May 30, 2025
5ce4553
Merge branch 'main' into tslib-d2-refactor
PranavBhatP May 30, 2025
7b41140
fix code to comply with new linting syntax rules
PranavBhatP May 30, 2025
e3e5bb8
add tests for checking custom train test split
PranavBhatP May 30, 2025
d67ccae
add tests for multitarget dataset and fix handling of incosistent dty…
PranavBhatP May 30, 2025
0968452
Add metadata tests
phoeenniixx May 31, 2025
525bbb9
Merge branch 'main' into test-framework
phoeenniixx Jun 1, 2025
4267da6
Merge branch 'main' into test-framework
phoeenniixx Jun 1, 2025
4e8f863
add object-filter to ptf-v1
phoeenniixx Jun 1, 2025
5f79e25
add warnings for hyperparams and refactor d_model param to hidden_siz…
PranavBhatP Jun 2, 2025
7fb048b
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 2, 2025
4bfec1b
dummy commit to trigger code-quality checks
PranavBhatP Jun 2, 2025
7510509
refactor logic for handling shuffling at the series level
PranavBhatP Jun 4, 2025
1a52579
add assert statement for validation of time series indices
PranavBhatP Jun 4, 2025
693fbd2
add handling for time series datasets of small size.
PranavBhatP Jun 4, 2025
10b1e4a
change layers module files to private
PranavBhatP Jun 4, 2025
0fab57a
refactor notebook and change _timexer.py to fix broken import blocks
PranavBhatP Jun 4, 2025
668c901
remove features parameter and precompute the feature mode (S/MS/M) in…
PranavBhatP Jun 4, 2025
7c2855c
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 4, 2025
9d62ff0
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 5, 2025
c117092
Merge branch 'main' into test-framework
phoeenniixx Jun 5, 2025
943151b
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 5, 2025
228ebed
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 5, 2025
913c418
remove unused import in _base_model_v2
PranavBhatP Jun 6, 2025
8990e8b
add function to validate presence of continous and categorical indices
PranavBhatP Jun 6, 2025
f6d39fe
Merge branch 'main' into test-framework
phoeenniixx Jun 6, 2025
2c518ee
add new base classes
phoeenniixx Jun 6, 2025
7a5c58f
remove try block
phoeenniixx Jun 8, 2025
cb3e944
Merge branch 'main' into test-framework
phoeenniixx Jun 8, 2025
d0009ff
fix bug in quantile predictions for timexer
PranavBhatP Jun 9, 2025
c9d3c26
refactor tensor handling to return pure tensor outputs with timexer a…
PranavBhatP Jun 9, 2025
33a99d1
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 9, 2025
1829de5
restore v1 version of _timexer
PranavBhatP Jun 9, 2025
8fc1865
change import statement for new location of timexer v2 in notebook
PranavBhatP Jun 9, 2025
ebe8d22
changed tslib_data_module to private
PranavBhatP Jun 9, 2025
01b2d78
change import statement for new location of tslib data module in note…
PranavBhatP Jun 9, 2025
3b9de6d
add support for multiple datamodules
phoeenniixx Jun 9, 2025
032a7b0
typo
phoeenniixx Jun 9, 2025
4d9a19a
Merge branch 'main' into test-framework
phoeenniixx Jun 9, 2025
1749cd2
fix feature mode handling in tslib data module and add error handling…
PranavBhatP Jun 11, 2025
7f8fca8
fix validation of empty cont and cat indices to allow univariate fore…
PranavBhatP Jun 11, 2025
bdaecc2
Merge branch 'test-framework' of https://github.com/phoeenniixx/pytor…
PranavBhatP Jun 11, 2025
8e5864c
add metadata class for timexer but tests not running
PranavBhatP Jun 11, 2025
327919c
implement metadata container for v2 of timexer
PranavBhatP Jun 11, 2025
3809ad5
fix minor bug by simplifying the window creation and removing redunda…
PranavBhatP Jun 11, 2025
212e01d
improve notebook content
PranavBhatP Jun 11, 2025
12a79a8
remove 'gpu' param from trainer creation step
PranavBhatP Jun 11, 2025
75220be
add basic fixtures for timexer v2 tests
PranavBhatP Jun 12, 2025
03c06e8
Merge branch 'main' into test-framework
phoeenniixx Jun 12, 2025
8b0087e
linting
phoeenniixx Jun 12, 2025
d328fae
Merge branch 'main' into test-framework
phoeenniixx Jun 13, 2025
6e4e692
add tests for timexer in v2
PranavBhatP Jun 13, 2025
0003c54
minor changes to forecast and forecast multi to deal with explicit en…
PranavBhatP Jun 13, 2025
79b5682
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 13, 2025
2546410
add endogenous and exogenous feature handling for forecast_multi
PranavBhatP Jun 13, 2025
55e1869
Merge branch 'test-framework' of https://github.com/phoeenniixx/pytor…
PranavBhatP Jun 13, 2025
baf9a61
Merge branch 'main' into tslib-d2-refactor
PranavBhatP Jun 15, 2025
7c6385c
rename
fkiraly Jun 15, 2025
66a006c
renames, exports
fkiraly Jun 15, 2025
5871bfa
Merge branch 'main' into pr/1836
fkiraly Jun 15, 2025
eb0dfa5
reverts
fkiraly Jun 15, 2025
6fac509
revert
fkiraly Jun 15, 2025
ee1edf5
revert
fkiraly Jun 15, 2025
ff85e69
move
fkiraly Jun 15, 2025
377f416
Update test_tslib_data_module.py
fkiraly Jun 15, 2025
14db380
make layer folders all private
fkiraly Jun 15, 2025
7eaee38
Update _timexer_v2.py
fkiraly Jun 15, 2025
06ae102
Update _tslib_base_model_v2.py
fkiraly Jun 15, 2025
faf86ce
imports
fkiraly Jun 15, 2025
65e171e
revert
fkiraly Jun 15, 2025
3786a4c
Update _timexer_pkg_v2.py
fkiraly Jun 15, 2025
d3e6ce2
imports
fkiraly Jun 15, 2025
87ceb10
remove redundant code for _forecast_multi
PranavBhatP Jun 16, 2025
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1,431 changes: 1,431 additions & 0 deletions docs/source/tutorials/tslib_v2_example.ipynb

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820 changes: 820 additions & 0 deletions pytorch_forecasting/data/_tslib_data_module.py

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1 change: 1 addition & 0 deletions pytorch_forecasting/data/tests/__init__.py
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"""Tests for data modules and dataloaders in pytorch_forecasting.data package."""
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