Hello, team! I'm working with S&P 500 index da...
# timegpt
t
Hello, team! I'm working with S&P 500 index data that has datetime information in 5-minute intervals, like the following examples: "2024-04-24 093000-04:00, 2024-04-24 093500-04:00..." I tried using the freq='5min' parameter, but I'm getting an error. I think 'freq' param also have to contain 'b' (working days). How can I handle this?
m
Hello. I think your timestamp includes a timezone. Can you retry without including the timezone component? On my end, I was able to run the model on data with
freq='5min'
.
t
I tried without timezone and
freq
, but got this error
Exception: Could not infer frequency of ds column. This could be due to inconsistent intervals. Please check your data for missing, duplicated or irregular timestamps
The data structure is very simple as guide
m
On my end, I have a simulated dataset with irregular timestamps and a 5-min frequency (see image) and it still works. I used this code:
Copy code
preds = nixtla_client.forecast(
    df=df,
    h=10,
    freq='5min',
    time_col='timestamp',
    target_col='price'
)
Make sure to have version 0.5.1 of
nixtla
installed. Then, the problem might be that you have duplicated timestamps.
t
it works, Thank you very much.