Chad Parmet10/02/2023, 6:10 PM
! When the package runs in default mode using the recursive strategy (predictions at prior horizons become the lag features for predictions at the next horizon), is it possible to see the lag features generated through this process? When i do...
For QC purposes, I'd like to see how
there generated the lag features recursively. Is that possible? Thank you!
Chad Parmet10/02/2023, 6:47 PM
need to be sorted in a certain way? When I run
on my dataset (multiple time series), the final features from the callback show that my dynamic features (
) are misaligned with the unique_id & ds pairs from the lags and static features. I think I see the same pattern in the M4 data, so I must be approaching X_df wrong? Details in thread
) appears to be misaligned We are predicting the next 3 steps for each of the two series For the first row, this is clearly from
. time_id is the last time_id in training data + 1, and lag1 is the last y. But for the second row, it looks like we have the time_id from the next row of
but the lags from
incorrectly? Thanks in advance for any insights!
José Morales10/03/2023, 4:34 PM
Chad Parmet10/03/2023, 4:35 PM