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Committed 30 Sep 2023 02:54PM UTC coverage: 0.0%. Remained the same

Job # 3be1a0b7-c3d2-4328-a917-cfc2f6ab133a.3

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push

circle-ci

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web-flow

Commit Message

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>

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