esrnn_torch
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Return NaN prediction
Hi There! I got Nan prediction. I have monthly dataset and would like to forecast 12 steps ahead (1 year). This is my dataset :
this is validation that fed into training as well
this is the model and training :
model = ESRNN(max_epochs=20, freq_of_test=5, batch_size=5, learning_rate=1e-1, per_series_lr_multip=0.8, lr_scheduler_step_size=10, lr_decay=0.1, gradient_clipping_threshold=50, rnn_weight_decay=0.0, level_variability_penalty=100, testing_percentile=10, training_percentile=90, ensemble=True, max_periods=25, seasonality=[], input_size=2, output_size=12,frequency=None, cell_type='LSTM', state_hsize=40, dilations=[[1], [6]], add_nl_layer=False, random_seed=1, device='cpu')
model.fit(training[['unique_id','ds','x']], training[['unique_id','ds','y']],validation[['unique_id','ds','x']],validation[['unique_id','ds','y','y_hat_naive2']],y_hat_benchmark='y_hat_naive2')
I got nan and undetected freq as shown by this during training:
predict return Nan values: