How to use the Pandas frequency 'C' in gluonts.dataset.common.ListDataset

awslabs / gluonts

Probabilistic time series modeling in Python

https://ts.gluon.ai

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Open LeonTing1010 opened 2 months ago

LeonTing1010 commented 2 months ago

How to use the Pandas frequency 'C' in gluonts.dataset.common.ListDataset

freq = pd.offsets.CustomBusinessDay(calendar=SSEExchangeCalendar()) dd = ListDataset(data, freq=freq, one_dim_target=False)