feat: reuse shared panel processing across forecasters (refresh of #2) - #18
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Rebase of the feat/improve-speed branch onto main surfaced several issues: - assign quantile columns one at a time: utilsforecast only supports single-column assignment for list values - accept a precomputed panel in the base Forecaster, Tafsut, and TimesFM 3.0 forecast paths - thread the optional panel argument through MultiModelForecasterMixin so custom models can opt in without breaking the type contract - compute the Chronos panel once and reuse it for dataset and finetuning - drop redundant panel assignments in TimesFM 1.0 / 2.5 - normalize string ds columns to datetime when building shared panels, matching the existing dataset behavior and the README quick example - add a download-free regression test for quantile-column assignment
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This is a refreshed version of #2 (feat: use common syntaxis and improve speed), rebased onto current
main. The original commits by Azul are preserved on this branch; the final commit fixes what was blocking the old PR.What's in it:
PanelDataand reuse it across model calls instead of every wrapper re-doing sorting, datetime conversion, and dataset construction.panelthrough the baseForecaster.forecastsignature andMultiModelForecasterMixin.forecast, and update every built-in model wrapper (including Tafsut and TimesFM 3.0, which landed onmainafter the original PR).utilsforecast.assign_columnsrejects list values for multiple columns._ = panelstatements in the TimesFM 1.0 / 2.5 paths.Local verification: pre-commit (ruff, ruff-format, mypy, toml-sort) passes and the download-free test suite passes (78 passed, 6 skipped). Full model tests still need a CI run.
Related: #2