https://github.com/nixtla logo
e

Elijas

12/19/2022, 10:08 PM
2. uber/orbit can receive arbitrary sparse training data (e.g.
train_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)
m

Max (Nixtla)

12/19/2022, 10:11 PM
This seams like a question for @fede (nixtla) (they/them).
e

Elijas

12/19/2022, 10:13 PM
Thank you for a quick reply, looking forward to the answer!
f

fede (nixtla) (they/them)

12/19/2022, 10:22 PM
hey @Elijas! Currently,
statsforecast
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. 🙂
m

Max (Nixtla)

12/19/2022, 10:24 PM
Where you thinking to open a PR in stats, ml o neural @Elijas?
e

Elijas

12/19/2022, 10:33 PM
Thank you for such a quick and clear response, @fede (nixtla) (they/them)!
Currently,
statsforecast
does not support access to the
train_ds
values
Just to make sure,
mlforecast
and
neuralforecast
also doesn’t support
ds
?
m

Max (Nixtla)

12/19/2022, 10:46 PM
Thanks a lot @Elijas.
f

fede (nixtla) (they/them)

12/19/2022, 10:48 PM
yes,
mlforecast
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
🙏 1
3 Views