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Fix Rotbaum to handle short series #3065

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Fix Rotbaum to handle short series #3065

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e17f49c
fixed bug for items with short than H history
leica2023 Nov 28, 2023
71257a6
added a test case
leica2023 Nov 28, 2023
3c06a8e
reformat
leica2023 Nov 28, 2023
1903ff2
src test styling
leica2023 Nov 30, 2023
e4f2bdb
fixed test func
leica2023 Nov 30, 2023
d4a28c3
added import
leica2023 Nov 30, 2023
0871ef7
added import
leica2023 Dec 1, 2023
d3ad48d
fixed errors
leica2023 Dec 1, 2023
08f32c6
reformat
leica2023 Dec 2, 2023
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5 changes: 1 addition & 4 deletions src/gluonts/dataset/repository/_lstnet.py
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Original file line number Diff line number Diff line change
Expand Up @@ -141,10 +141,7 @@ def generate_lstnet_dataset(
pd.read_csv(ds_info.url, header=None), # type: ignore
)

assert df.shape == (
ds_info.num_time_steps,
ds_info.num_series,
), (
assert df.shape == (ds_info.num_time_steps, ds_info.num_series,), (
"expected num_time_steps/num_series"
f" {(ds_info.num_time_steps, ds_info.num_series)} but got {df.shape}"
)
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10 changes: 7 additions & 3 deletions src/gluonts/ext/rotbaum/_preprocess.py
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Original file line number Diff line number Diff line change
Expand Up @@ -452,9 +452,13 @@ def make_features(self, time_series: Dict, starting_index: int) -> List:
end_index = starting_index + self.context_window_size
if starting_index < 0:
prefix = [None] * abs(starting_index)
time_series_window = time_series["target"]
else:
prefix = []
time_series_window = time_series["target"][starting_index:end_index]
time_series_window = time_series["target"][
starting_index:end_index
]

only_lag_features, transform_dict = self._pre_transform(
time_series_window, self.subtract_mean, self.count_nans
)
Expand All @@ -477,10 +481,10 @@ def make_features(self, time_series: Dict, starting_index: int) -> List:
list(
chain(
*[
list(ent[0]) + list(ent[1].values())
prefix + list(ent[0]) + list(ent[1].values())
for ent in [
self._pre_transform(
ts[starting_index:end_index],
ts if prefix else ts[starting_index:end_index],
self.subtract_mean,
self.count_nans,
)
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