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kdgutier / esrnn_torch

MIT License
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Applying ES-RNN to sub hourly data #13

Closed dan-r95 closed 4 years ago

dan-r95 commented 4 years ago

Hello,

thanks for making this awesome implementation open-source. :100: I know that the M4 competition data only deals with data which is at minimum hourly data. Is it possible to use the algorithm for minutely data? Im a bit confused right now regarding the config. thanks a lot !

kdgutier commented 4 years ago

You can use the ESRNN with any frequency the README file gives the example on its use on a Yearly dataset. Make sure you send the pandas with 'unique_id', 'ds' and 'y' columns. Since you are using minutely data your will have to be a bit careful on your selection of the seasonalities and the input_size.