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Pull request overview
Adds additional mlforecast-backed “Auto*” forecasters and expands probabilistic (quantile) forecasting support across the ML and NeuralForecast model wrappers.
Changes:
- Added 7 new AutoMLForecast model wrappers (LinearRegression, XGBoost, Ridge, Lasso, ElasticNet, RandomForest, CatBoost) and refactored shared training/prediction into
run_automlforecast_model. - Enabled
quantilessupport forAutoNHITSandAutoTFTusing NeuralForecast’sMQLoss, plus standardized forecast output conversion viaQuantileConverter. - Updated public exports, tests, dependencies, and changelogs to cover the new models and quantile behavior.
Reviewed changes
Copilot reviewed 8 out of 9 changed files in this pull request and generated 2 comments.
Show a summary per file
| File | Description |
|---|---|
timecopilot/models/neural.py |
Adds quantile forecasting support for AutoNHITS/AutoTFT via MQLoss and output conversion. |
timecopilot/models/ml.py |
Introduces multiple new ML wrappers and shared run_automlforecast_model helper with quantile output support. |
timecopilot/models/__init__.py |
Exposes new ML forecasters via imports and __all__. |
tests/models/test_models.py |
Expands tests to include new models and adjusts quantile/level expectations. |
tests/models/conftest.py |
Registers new ML models in the test model matrix. |
pyproject.toml |
Adds catboost and xgboost dependencies required by the new model wrappers. |
docs/changelogs/v0.0.26.md |
Documents quantile support for AutoLGBM/AutoNHITS/AutoTFT. |
docs/changelogs/v0.0.25.md |
Documents newly added ML models. |
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Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
Co-authored-by: Copilot <175728472+Copilot@users.noreply.github.com>
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this pr adds support for more ml models