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JulesBelveze / time-series-autoencoder

PyTorch Dual-Attention LSTM-Autoencoder For Multivariate Time Series
Apache License 2.0
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Is the problem statement just prediction or forecasting? #21

Closed Rajmehta123 closed 2 years ago

Rajmehta123 commented 2 years ago

I followed the example for forecasting. I kept the prediction window as 2 to forecast 2 timesteps. It is impossible to calculate the MSE in forecasting as you won't have the values for the future timesteps. How is the forecasting done here? Do we drop the last n timestep values and use the previous data to forecast n timesteps?

If yes, how do we not remove the previous values and forecast the data using all observations for 'n' timesteps?

Rajmehta123 commented 2 years ago

Okay. Now I understand the dataset code. All good.