marah othman
06/22/2023, 3:57 PMMax (Nixtla)
06/22/2023, 7:10 PMY_df = AirPassengersDF.copy()
mean = Y_df[Y_df.ds<='1959-12-31']['y'].mean()
std = Y_df[Y_df.ds<='1959-12-31']['y'].std()
Y_train_df = Y_df[Y_df.ds<='1959-12-31'] # 132 train
Y_test_df = Y_df[Y_df.ds>'1959-12-31'] # 12 test
However, we rather recommend using the the crossvalidation function to evaluate perfomance across different windowos.
BTW: this should be in #neural-forecastmarah othman
06/23/2023, 10:36 AM