zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
MIT License
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What does the parameters num_test_dates mean? #122

Open BEbillionaireUSD opened 1 year ago

BEbillionaireUSD commented 1 year ago

Hey, num_test_dates is a hyperparameter in gluonts, but I am confused about how to set and why to set it. For example, if I want to make sliding window predictions on a test set, how should I generate datasets as the input?