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:

What is the size of the forecasting horizon? And val/test_size?

Thanks. My horizon was greater than the test size

Maybe the are no time series longer than the val and test size?