Open d-a-bunin opened 4 months ago
It seems like the problem is in the core logic of AutoRegressivePipeline
and requirements of DifferencingTransform
.
DifferencingTransform
requires the data in inverse_transform
to always go right after the data that it saw during fit
. Otherwise, it can't reconstruct the data because it doesn't know data point that goes before data we are inverse transforming.
In AutoRegressivePipeline
we make fit
on training data like in Pipeline
and doesn't refit it during forecasting, so DifferencingTransform
fits only on training data. During forecasting AutoRegressivePipeline
forecasts step
steps ahead every iteration and at the end of the iteration it calls inverse_transform
on forecasted piece. On the second iteration this piece goes after train with gap of size step
, and, as a result, DifferencingTransform
fails.
I currently doesn't know any obvious way to solve this problem.
🐛 Bug Report
Error on using
DifferencingTransform
inAutoRegressivePipeline
:Some users also told that in similar scenarios they saw error like:
Expected behavior
No error. Or at least understand the reason of the error and how to avoid it.
How To Reproduce
Environment
No response
Additional context
No response
Checklist