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

Split `input_transform` into `context_input_transform` and `label_input_transform` #82

Closed abdulfatir closed 1 month ago

abdulfatir commented 1 month ago

Description of changes: This splits input_transform into context_input_transform and label_input_transform. Previously, input_transform was being used for both context and label during training which would lead to incorrect results where prediction_length > context_length.

TODO:

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

abdulfatir commented 1 month ago

In general, I don't disagree that names can be improved but I am wondering if encode and decode have other connotations, i.e., encoder and decoder in an encoder-decoder transformer model.