Be able to easily retrieve time series name/ group_id after prediction
Actual behavior
Right now it is not clear or easy to retrieve column names from torch tensor after transforming data into pytorch forecasting TimeSeriesDataset. This is crucial to be able to use this library and interpret the results in a more straightforward way.
Code to reproduce the problem
Any model.predict(val_dataloader) will give a bunch of columns (one per time series) with their prediction, but it is not trivial to retrieve which column is which times series (group_id)
Expected behavior
Be able to easily retrieve time series name/ group_id after prediction
Actual behavior
Right now it is not clear or easy to retrieve column names from torch tensor after transforming data into pytorch forecasting TimeSeriesDataset. This is crucial to be able to use this library and interpret the results in a more straightforward way.
Code to reproduce the problem
Any model.predict(val_dataloader) will give a bunch of columns (one per time series) with their prediction, but it is not trivial to retrieve which column is which times series (group_id)