maxjcohen
Can time series A be used to predict time series B？
I have read the docs of this github project. In some notebook, I found that time series A was used to predict time series B. I want to know that the Transformer proposed in this project could use time series A to predict time series B.
Hi, yes it can. It actually for this kind of application this model was designed.
Oh, I'm so sorry, my question was writen wrong. The right question is described as follows:
In some notebook, I found that time series A was used to predict the same time series A. I want to know that the Transformer proposed in this project could use time series A to predict time series B.
In addition, I want to use your project code to deal with a regression problem, and it is described as follows: X = [ [[time series sequence 1]], [[time series sequence 2]],
[[time series sequence s]], ] and y = [ [[label 1]], [[label 2]],
[[label s]], ] where sequences are not the same length. So I want to just use your model definition (transformer.py) and paddding all sequences to the same length in my dataset before input the model.
Is there any thing I need to pay attention to in this job ? Or do you have other suggestions ?
Thansk.
