调用historical_forecasts()的结果(默认)是一个包含未来3个月预测的TimeSeries: historical_fcast_theta = best_theta_model.historical_forecasts( series, start=0.6, forecast_horizon=3, verbose=True ) series.plot(label="data") historical_fcast_theta.plot(label="backtest 3-months ahead forecast (Theta)...
例如,评估 12 个月的运行精度,从 75% 的空气系列开始: backtest_cov = model_cov.historical_forecasts( series_air_scaled, past_covariates=air_covariates, start=0.6, forecast_horizon=12, stride=1, retrain=False, verbose=True, ) series_air_scaled.plot(label="actual") backtest_cov.plot(label="...
# 历史数据逐段回测,使用真实历史数据作为特征,不做滚动预测 ts_test_forecast = model.historical_forecasts( series=ts_scaled, start=ts_test_scaled.start_time(), forecast_horizon=3, stride=3, last_points_only=False, retrain=False, verbose=True, ) 代码语言:javascript 复制 from darts import concate...
The model loads ok but when I use model.historical_forecasts() the below dump is shown. It seems the model is still looking for a GPU. I tried using darts v0.23.1 to load the model but it gives error about a change in the darts encoders package. A lot of my work will be lost ...
Hi there, I tried sklearn's MLPRegressor with the RegressionModel wrapper, and to my surprise, I was able to generate samples with historical_forecasts (e.g. with num_samples = 1000). How is this possible? Neither RegressionModel nor MLP...
Backtesting:Utilities for simulating historical forecasts, using moving time windows. PyTorch Lightning Support:All deep learning models are implemented using PyTorch Lightning, supporting among other things custom callbacks, GPUs/TPUs training and custom trainers. ...
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Local models (like Prophet) on the other hand can only predict the future right after the end of the series that they have been trained on. So if we want to generate all (historical) forecasts to compute the anomaly scores over some input series, we have to retrain the forecast model at...
series =..., past_covariates= ... future_covariates= ... ) tide_hf_results = model_estimator.historical_forecasts( ... ) For some reason, the model always stalls at a specific point (77% of Epoch 5). I can see that the kernel is still running under the hood but the progress bar...