Hi everyone, I have a question where I can't get any further with the documentation.
My training data set consists of three columns: unique_id, ds and y. I have 192 rows per unique_id and I want to pass 96 as input_size and 96 as horizon to my model. It looks like this:
lstm_config = AutoLSTM.get_default_config(h=96, backend="ray")
lstm_config["input_size"] = 96
lstm_config["context_size"] = 96
levels = [80, 90]
model = AutoLSTM(h=96,
loss=MQLoss(level=[80, 90]),
config=lstm_config,
gpus=1,
search_alg=HyperOptSearch(),
backend='ray',
num_samples=32)
loaded_nf = NeuralForecast(models=[model], freq='15min')
train_data, test_data = load_and_preprocess_data(file_path)
loaded_nf.fit(df=train_data, val_size=96)
With this setup: I get the error 'No window available for training', which I don't understand, as there are exactly the right number of lines per unique_id for input_size + horizon. I have now realised that I can prevent the error if I set the parameter 'start_padding_enabled' to True. I could actually be happy with this, but I'm worried that any padding that is carried out will severely degrade my training data.
I therefore have the following question: Why do I have to set the parameter 'start_padding_enabled' to True in my setup for it to work and what might be padded here?