Elijas
12/19/2022, 10:08 PMtrain_ds=[2010, 2011, 2014, 2016]
)
I was trying to build an adapter for orbit to be integrated into the nixtla model ecosystem (implement custom adapter class with fit, predict
). However, I can’t seem to find examples where train_ds
is also accessible, not just train_y
.
It seems that the only other option would be to (1) fill in the missing values in y
with NaNs, so that the time series would be uniformly spaced with given freq, say freq='Y'
, or (2) enforce myself to only uniformly spaced data in nixtla libraries (why isn’t this enforced already? Am I missing something)Max (Nixtla)
12/19/2022, 10:11 PMElijas
12/19/2022, 10:13 PMfede (nixtla) (they/them)
12/19/2022, 10:22 PMstatsforecast
does not support access to the train_ds
values. Since our models don’t need the ds
information, we omitted that possibility (they receive the time series as a numpy array). Even if the time series is not uniformly spaced, StatsForecast passes the values to the models.
We are planning a refactor to allow the models to access the full dataframe (including ds
) instead of just the numpy array values. Please help us open an issue to prioritize this new feature. 🙂Max (Nixtla)
12/19/2022, 10:24 PMElijas
12/19/2022, 10:33 PMCurrently,Just to make sure,does not support access to thestatsforecast
valuestrain_ds
mlforecast
and neuralforecast
also doesn’t support ds
?Max (Nixtla)
12/19/2022, 10:46 PMfede (nixtla) (they/them)
12/19/2022, 10:48 PMmlforecast
and neuralforecast
also do not support it at the moment. mlforecast
produces features based on ds,
but the fit method of the models don’t receive the complete ds
values