SalesforceAIResearch / uni2ts

[ICML2024] Unified Training of Universal Time Series Forecasting Transformers
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Bug in train/val split for data in long format #27

Closed Mo-Abdelhameed closed 1 month ago

Mo-Abdelhameed commented 2 months ago

While checking the code for splitting the data into train/val datasets, I came across this code.

Screenshot 2024-04-17 at 10 14 25 PM

I think this logic of splitting works well for wide format but not long format. For long format we should group by the series_id column, do the filtering and then concatenate the data again.

Can you please look into this?

Thanks