Error to train using autofit
See original GitHub issueIt’s my first time creating an issue so I’m sorry if I’m wrong about something 😃
I have problems when using the autofit function, when executing these lines
boosted_model = tb.ThymeBoost(verbose=0)
output = boosted_model.autofit(al_train['value'], seasonal_period=288)
predicted_output = boosted_model.predict(output, len(al_test))
tb_mae = np.mean(np.abs(al_test - predicted_output['predictions']))
I get the following error:
---------------------------------------------------------------------------
NameError Traceback (most recent call last)
[<ipython-input-10-c3af4c216539>](https://localhost:8080/#) in <module>()
1 boosted_model = tb.ThymeBoost(verbose=0)
----> 2 output = boosted_model.autofit(al_train['value'], seasonal_period=288)
3 predicted_output = boosted_model.predict(output, len(al_test))
4 tb_mae = np.mean(np.abs(al_test - predicted_output['predictions']))
5 tb_rmse = (np.mean((al_test - predicted_output['predictions'])**2))**.5
[/usr/local/lib/python3.7/dist-packages/ThymeBoost/ThymeBoost.py](https://localhost:8080/#) in autofit(self, time_series, seasonal_period, optimization_type, optimization_strategy, optimization_steps, lag, optimization_metric, test_set, verbose)
578 seasonal_sample_weights = []
579 weight = 1
--> 580 for i in range(len(y)):
581 if (i) % max_seasonal_pulse == 0:
582 weight += 1
NameError: name 'y' is not defined
In the previous version (0.1.10) if I could execute these lines
environment:
al_train:
time | value |
---|---|
2022-05-28 00:00:00 | 3108860000.0 |
2022-05-28 00:05:00 | 3406160000.0 |
2022-05-28 00:10:00 | 3535540000.0 |
2022-05-28 00:15:00 | 3544810000.0 |
2022-05-28 00:20:00 | 3336570000.0 |
2022-05-28 00:25:00 | 2994020000.0 |
2022-05-28 00:30:00 | 3130380000.0 |
2022-05-28 00:35:00 | 2953710000.0 |
[…]
INFO al_train:
shape: (840, 1)
<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 840 entries, 2022-05-28 00:00:00 to 2022-05-30 21:55:00
Data columns (total 1 columns):
# Column Non-Null Count Dtype
--- ------ -------------- -----
0 value 840 non-null float64
dtypes: float64(1)
memory usage: 13.1 KB
Issue Analytics
- State:
- Created a year ago
- Comments:5 (2 by maintainers)
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Top GitHub Comments
It’s works, thanks for help me and upload the version 😃
Awesome, just remember when using autofit that the default params are:
optimization_strategy='cv', optimization_steps=3, lag=2
Which does 3 rounds of forecasts and tests on a rolling 2 period test set. Seeing that your seasonal period is 288, you may want to increase the lag (i.e. how much to test on). The total size of the holdout is optimization_steps * lag so by default 6.
If you passed:
optimization_strategy='holdout', optimization_steps=3, lag=144
Now it simply tests on the last 144 data points once (optimization_steps are ignored when strategy is holdout). May be a better strategy for autofitting with a large dataset.
Hopefully that makes sense!