Hello everyone. I trying to apply the transformer models from this tutorial https://nixtla.github.io/neuralforecast/examples/longhorizon_with_transformers.html on my dataset but I'm getting an error when performing the cross-validation
nf = NeuralForecast(
models=models,
freq='Q')
Y_hat_df = nf.cross_validation(df=data,
val_size=val_size,
test_size=test_size,
n_windows=None)
Here is a screenshot of the error:
m
Manuel
07/21/2023, 11:30 AM
What is the size of the forecasting horizon? And val/test_size?
f
Fidele Koffivi Gbagbe
07/21/2023, 12:03 PM
Thanks. My horizon was greater than the test size
👍 1
@Manuel what about this
m
Manuel
07/21/2023, 12:22 PM
Maybe the are no time series longer than the val and test size?