amazon-science / chronos-forecasting

Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting
https://arxiv.org/abs/2403.07815
Apache License 2.0
2.02k stars 238 forks source link

Set `drop_prob = 0` for causal models #125

Closed abdulfatir closed 1 week ago

abdulfatir commented 1 week ago

Description of changes: This PR sets drop_prob = 0 when training causal models. Missing values are problematic for causal model training.

By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.