zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
MIT License
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Inserting Target features #16

Open Akaori opened 4 years ago

Akaori commented 4 years ago

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:

**Sale values:**

Lag 1 value
Moving average of 7, 28 days
Continuous zero-sale days until today

Lag 1 value I just use lags_seq parameterlags_seq=[1]

However Moving average and Continuous zero-sale days until today will have the same target`s array size. How should I include it ?