Afiq Johari
11/08/2023, 2:43 PMdf
contains two unique_ids
.
When the model is fitted, is it building a global model? By global, I would interpret that the model learns from all the different time series (or unique_ids
) in order to perform the forecast for each unique_id
?
df = pd.read_csv('<https://datasets-nixtla.s3.amazonaws.com/EPF_FR_BE.csv>')
df['ds'] = pd.to_datetime(df['ds'])
df.head()
horizon = 24 # day-ahead daily forecast
models = [NHITS(h = horizon,
input_size = 5*horizon,
futr_exog_list = ['gen_forecast', 'week_day'], # <- Future exogenous variables
hist_exog_list = ['system_load'], # <- Historical exogenous variables
stat_exog_list = ['market_0', 'market_1'], # <- Static exogenous variables
scaler_type = 'robust')]
nf = NeuralForecast(models=models, freq='H')
nf.fit(df=df,
static_df=static_df)
José Morales
11/08/2023, 3:58 PMAfiq Johari
11/08/2023, 4:12 PM