neuralforecast
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[FIX] Avoid raised error for varied step_size parameter during Predict_insample()
Changes
- Fixes https://github.com/Nixtla/neuralforecast/issues/866 issue
- Add
optimizer
,optimizer_kwargs
params toTimeLLM
andNLinear
models. The recently introduced models did not consider these parameters because the optimizer related args were also introduced recently.
Rationale for fix
- Instead of filtering the generated cutoffs by first assuming step_size = 1, we directly impute the series provided by the users.
- As compared to the approach considerd in earlier work, we still pass effective
step_size
parameter to_insample_times()
to validatenp.divmod(sizes - h, step_size)
, ensuring modulo operation = 0.
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