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georgia-tech-db / eva / 077c2244-d06b-4d97-8f94-17daeb839933
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DEFAULT BRANCH: master
Ran 02 Oct 2023 12:54AM UTC
Jobs 4
Files 295
Run time 2s
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30 Sep 2023 02:54PM UTC coverage: 79.105% (+79.1%) from 0.0%
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Add support for Neuralforecast (#1115)

Adding support for `neuralforecast`. Fixes #1112.

```sql
DROP TABLE IF EXISTS AirData;

CREATE TABLE AirData (
    unique_id TEXT(30),
    ds TEXT(30),
    y INTEGER);

LOAD CSV 'data/forecasting/air-passengers.csv' INTO AirData;

DROP FUNCTION IF EXISTS Forecast;

CREATE FUNCTION Forecast FROM
(SELECT unique_id, ds, y FROM AirData)
TYPE Forecasting
PREDICT 'y'
HORIZON 12
LIBRARY 'neuralforecast';

SELECT Forecast(12);
```
One quick issue here is that `neuralforecast` needs `horizon` as a
parameter while training, unlike `statsforecast`. Thus, a better way to
call the UDF would be simply `SELECT Forecast();`, which is currently
unsupported. @xzdandy Please let me know your thoughts.

List of stuff yet to be done:

- [x] Incorporate `neuralforecast`
- [x] Fix `HORIZON` redundancy (UPDATE: Being fixed in #1121)
- [x] Reuse model with lower horizon no
- [x] Add support for ~multivariate forecasting~ exogenous variables
- [x] Add tests
- [x] Add docs

---------

Co-authored-by: xzdandy <xzdandy@gmail.com>

77 of 77 new or added lines in 3 files covered. (100.0%)

9790 of 12376 relevant lines covered (79.1%)

1.43 hits per line

Jobs
ID Job ID Ran Files Coverage
1 077c2244-d06b-4d97-8f94-17daeb839933.1 02 Oct 2023 12:54AM UTC 0
0.0
2 077c2244-d06b-4d97-8f94-17daeb839933.2 02 Oct 2023 12:55AM UTC 295
68.92
3 077c2244-d06b-4d97-8f94-17daeb839933.3 02 Oct 2023 12:55AM UTC 295
73.61
4 077c2244-d06b-4d97-8f94-17daeb839933.4 02 Oct 2023 01:12AM UTC 0
0.0
Source Files on build 077c2244-d06b-4d97-8f94-17daeb839933
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