zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
MIT License
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About the max_target_dimension variable in time_grad_electricity #108

Closed zf223669 closed 1 year ago

zf223669 commented 1 year ago

Hi, I have some confusion of the variable "max_target_dimension" in time_grad_electriciy. I have noticed that the value of the max_target_dimension = 370, and the dataset_train contains the target value which is [370,5833], does it mean that the 370 represents the 370 clients and each has 5833 values? however, I saw the fea_static_cat = 1. above is confusing me? could someone explain to me?

kashif commented 1 year ago

max_target_dimension Is the multivariate dimension, which for this dataset is 370, and since we are considering all the 370 time series at once, this dataset therefore consists of only a single multivariate time serie and that is why it has a single static covariates, I.e. the id of this single multivariate time serie

hope that helps?

zf223669 commented 1 year ago

Whether 370 represents the power consumption of different users, they have no correlation. I saw the dataset on the website said:" This data set contains electricity consumption of 370 points/clients." Further more, This variable is used to distinguish between different clients, right?

kashif commented 1 year ago

In the univariate case we can distinguish between the different time series, however in the multivariate case as in this method we let the model figure it out

zf223669 commented 1 year ago

thanks,would I like to ask another question? what's the past_target_CDF and future_target_CDC meaning? Is it provided by the original dataset? Or do I have to recalculate, I can't find anywhere in the code to compute these two variables

kashif commented 1 year ago

this is a remnant of some older experiment... at the moment it just renames the variable past_target to past_target_CDF and future_target to future_target_CDF nothing more... so for your information it is essentially the context window target multivariate matrix and prediction window multivariate matrix

zf223669 commented 1 year ago

THANKS!:)