As far as I know, in order to include a dynamic feature using deepar-estimator, _feat_dynamic_real_ size should be target size + prediction length size.
Example - 3 days of prediction
{"target: [10, 5, 0, 0, 0], "feat_dynamic_real": [2, 30, 3, 1, 6, 2, 10, 8]}
Hello,
As far as I know, in order to include a dynamic feature using deepar-estimator, _
feat_dynamic_real
_ size should be target size + prediction length size.Example - 3 days of prediction
{"target: [10, 5, 0, 0, 0], "feat_dynamic_real": [2, 30, 3, 1, 6, 2, 10, 8]}
If I want to use the same features as this kaggle solution`, how should I include:
Lag 1 value I just use
lags_seq
parameterlags_seq=[1]
However
Moving average
andContinuous zero-sale days until today
will have the same target`s array size. How should I include it ?