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WIP Add the first draft of neural prophet #61

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pavelkrizek
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The first implementation of the neural prophet:

  • support for external regressors (if an additional regressor is in X, but not in the self.extra_regressor it will return ValueError) is it OK?
  • I had to violate the API a bit - changed static method _transform_data_to_tsmodel_input_format for an instance method. The reason is that unlike in prophet the helper functions for preprocessing the data frame likemake_future_dataframe are not just simple helpers but hides a huge complexity around data preprocessing and I couldn't get it working without them.
  • holidays windows features from HolidaTransformer are not passed yet
  • holidays are implemented as events with the method add_events, because the holidays' interface is not very flexible and there is no obvious way how to pass customer holidays, events should work the same.

@MichalChromcak MichalChromcak added the enhancement New feature or request label Feb 22, 2021
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