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[FIX] Avoid raised error for varied step_size parameter during Predict_insample()

Open JQGoh opened this issue 11 months ago • 3 comments

Changes

  • Fixes https://github.com/Nixtla/neuralforecast/issues/866 issue
  • Add optimizer, optimizer_kwargs params to TimeLLM and NLinear 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 validate np.divmod(sizes - h, step_size), ensuring modulo operation = 0.

JQGoh avatar Mar 14 '24 19:03 JQGoh

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@quest-bot loot #866

JQGoh avatar Mar 14 '24 19:03 JQGoh

Quest PR submitted! image Quest PR submitted!

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quest-bot[bot] avatar Mar 14 '24 19:03 quest-bot[bot]