fede (nixtla) (they/them)
11/29/2022, 1:12 AMSai Avinash
12/01/2022, 11:23 AMfede (nixtla) (they/them)
12/01/2022, 7:39 PMRandomWalkWithDrift
as a trend forecaster. Trying AutoETS
and DynamicOptimizedTheta
would also be a good idea.Sai Avinash
12/01/2022, 7:48 PMException Traceback (most recent call last)
Cell In [474], line 1
----> 1 models = [MSTL(
2 season_length=[24*7, 24*31], #8
3 #trend_forecaster=AutoARIMA(truncate=True)
4 trend_forecaster=AutoETS()
5 )]
File ~\miniconda3\envs\neuralforecast\lib\site-packages\statsforecast\models.py:2975, in MSTL.__init__(self, season_length, trend_forecaster)
2973 if repr(trend_forecaster) == "AutoETS":
2974 if trend_forecaster.model[2] != "N":
-> 2975 raise Exception(
2976 "Trend forecaster should not adjust " "seasonal models."
2977 )
2978 if hasattr(trend_forecaster, "season_length"):
2979 if trend_forecaster.season_length != 1:
Exception: Trend forecaster should not adjust seasonal models.
fede (nixtla) (they/them)
12/01/2022, 7:51 PMAutoETS(model='ZZN')
should work. In the default setting AutoETS
also adjust seasonal models, but in this case, we don’t want to model those patterns (they are already modeled by MSTL). Passing model='ZZN'
tells AutoETS
to omit the seasonal models.Sai Avinash
12/01/2022, 8:00 PMValueError: Columns must be same length as key
fede (nixtla) (they/them)
12/01/2022, 8:01 PMAutoETS
. You can install the new version using pip install statsforecast>=1.4.0
.Sai Avinash
12/01/2022, 8:04 PMfede (nixtla) (they/them)
12/01/2022, 8:11 PMSai Avinash
12/01/2022, 8:16 PM