Streamline "freq", "time_granularity" naming about gluonts HOT 7 CLOSED

Given that Pandas use 'freq' (link), this is probably the best option.

from gluonts.

I agree with that. We should make this distinction clear somewhere in the documentation, though, that this is not confused with seasonality frequency.

from gluonts.

I'm currently looking into the shell (essentially integrating with SageMaker) and noticed this too.

In SageMaker DeepAR we use time_freq and I think there is an argument to be made that we should aim for consistency.

from gluonts.

Consistency is a good argument. But consistency with SageMaker might not necessarily be the right thing in a library. Pandas uses freq for generating time series Series objects and I think it would be good to stick to that.

from gluonts.

I'm fine with either, but at least we should be consistent within GluonTS.

Do we have a set of required hyper-parameters? Besides freq prediction_length comes to mind.

from gluonts.

Yes, freq and prediction_length are the only two required hyper-parameters.

Pandas is much more frequent than Sagemaker, so I also freq will be nicer.

from gluonts.

addressed in #172 and #173

from gluonts.