[FEATURE] Add detrend transformer to model_selection for pipelines with random forest
MichalChromcak opened this issue · 0 comments
MichalChromcak commented
Is your feature request related to a problem? Please describe.
For some of the time-series, Pipelines with random forest models do not perform well due to trend in the data (can't predict values bigger, than seen during training)
Describe the solution you'd like
Add detrend transformer to bring the possibility for such pipelines
Describe alternatives you've considered
Implement/import detrend from sktime
Additional context
Let's decide whether to implement or import detrend from other libraries along with the possibility for other provided transformers (e.g. sktime, scikit-lego, etc.)