Hello All, Can we use the Global models (N-BITS, N...
# neural-forecastk
kushagra kumar
10/13/2022, 2:14 PMHello All, Can we use the Global models (N-BITS, N-HITS, etc.) for the multiple irregular time series?
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Cristian (Nixtla)
10/13/2022, 2:41 PMHi @kushagra kumar, currently these models assume the data is sampled at regular intervals
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kushagra kumar
10/13/2022, 2:44 PMHello @Cristian (Nixtla), Thanks for answering the query. What would happen if we try to fit multiple irregular time series in these Global models. whether the model will fit the data or it will fail with an error?
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Cristian (Nixtla)
10/13/2022, 2:53 PMDuring training, the ds column is only used for sorting the time-series, so it shouldn't fail with an error. However, the performance will be seriously affected as the lags will correspond to different times. Some methods and their parameters also assume regular time-series. For example, the val_size and test_size are in terms of number of time-stamps, so the splits wont be correct if series are irregular.
Cristian (Nixtla)
10/13/2022, 2:53 PMIn short, we dont recommend using it for irregular time series.
Cristian (Nixtla)
10/13/2022, 2:55 PMOne alternative is to make them regular by discretizing time (if its continuous), and fill the gaps with zeros for example
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kushagra kumar
10/13/2022, 3:58 PMThanks, @Cristian (Nixtla) for the clarification and suggestion.
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