Hi, everytime I run the following ```mlf = MLForec...
# general
Hi, everytime I run the following
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mlf = MLForecast(models=models, differences=[1], date_features=['month'],
                 lags=None, num_threads=mp.cpu_count()-1,
                 lag_transforms=None, freq='W-FRI')
Where it just transforms the price series via
, I always end up with
ValueError: Input contains NaN, infinity or a value too large for dtype('float64').
Well, I guess it's obvious that the moment you apply first-difference there will be nans, why MLForecast does not delete the first row? And to precede your question, no, my original dataset has no nans.
Hi @Piotr Pomorski! @José Morales can probably help you.
Turns out I also had to specify lags for it to work. Odd stuff, possible fix in some newer version?