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cure-lab / SCINet

The GitHub repository for the paper: “Time Series is a Special Sequence: Forecasting with Sample Convolution and Interaction“. (NeurIPS 2022)
Apache License 2.0
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About computing the metrics at test period for run_financial.py #74

Open CSyyn opened 11 months ago

CSyyn commented 11 months ago

I have question about the code below :

only calculate the last step for financial datasets.

    predict = forecast_Norm.cpu().numpy()[:,-1,:]
    Ytest = target_Norm.cpu().numpy()[:,-1,:]

why not calculate the whole predict step like 96,192 but the last step?