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

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@PranavBhatP PranavBhatP commented May 15, 2025

Description

This PR fixes issue #1833.

This PR involves the following changes:

  • New dataset and datamodule for tslib - link
  • Implementation of TimeXer with new data module. - link
  • Base class implementation of a TslibBaseModel - link.
  • Tests for the tslib data module. - link
  • Example notebook - link
  • Restructure codebase to include a layers directory for module containing architectural deep learning layer classes.
  • Metadata container for _timexer.py using the v2 framework - link

Checklist

  • Linked issues (if existing)
  • Amended changelog for large changes (and added myself there as contributor)
  • Added/modified tests
  • Used pre-commit hooks when committing to ensure that code is compliant with hooks. Install hooks with pre-commit install.
    To run hooks independent of commit, execute pre-commit run --all-files

Make sure to have fun coding!

phoeenniixx and others added 7 commits June 7, 2025 00:58
…nd notebook

This change refactors the earlier version of the code, where a list of tensor is returned for multi target datasets. With the v2, a pure tensor is returned for all types of predictions and it moves away from the older, more error prone methof returning list of tensors
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phoeenniixx commented Jun 9, 2025

Hi, May I suggest all the files refactored for v2 to be kept separate and made private (with an underscore _), I need to branch off this PR for the test framework, so to keep 2 versions independent, I think we should do this. (like its done for TFT)

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May I suggest all the files refactored for v2 to be kept separate and made private (with an underscore _)

I made changes where I could, do lmk if you want other changes.

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@phoeenniixx , I have added timexer v2 metadata but it doesn't seem to be running the tests when I try running test_all_estimators_v2.py. Any thoughts on why this happening, you can maybe review the code?

@PranavBhatP PranavBhatP requested a review from phoeenniixx June 11, 2025 14:32
@PranavBhatP PranavBhatP changed the title [ENH] Implementing D2 data module layer for tslib models. [ENH] Implementing D2 data module, tests and TimeXer model from tslib for v2 Jun 11, 2025
@phoeenniixx phoeenniixx moved this from PR in progress to PR under review in May - Sep 2025 mentee projects Jun 12, 2025
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5 participants