Sampling is not compatible with Temporal Hierarchies

antoinecarme / pyaf

PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.

BSD 3-Clause "New" or "Revised" License

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Closed antoinecarme closed 3 years ago

antoinecarme commented 3 years ago

Temporal hierarchies already perform some kind of time-based sampling at different time resolutions.

Some test scripts fail when the signal is too large (sampling activated when signal length > 8192 by default).

Failing script :

python3 tests/temporal_hierarchy/test_temporal_demo_weekly_W_2W_M_Q.py

antoinecarme commented 3 years ago

Closing