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treat dynamic cat feat. as dynamic real for now

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This commit is contained in:
Dr. Kashif Rasul
2019-12-23 22:06:03 +01:00
parent e7286c8317
commit 0ff91ea1e4
1 changed files with 10 additions and 1 deletions
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pts/model/deepar/deepar_estimator.py
+10 -1
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@@ -44,6 +44,7 @@ class DeepAREstimator(PTSEstimator):
cell_type: str = "LSTM",
dropout_rate: float = 0.1,
use_feat_dynamic_real: bool = False,
use_feat_dynamic_cat: bool = False,
use_feat_static_cat: bool = False,
use_feat_static_real: bool = False,
cardinality: Optional[List[int]] = None,
@@ -70,6 +71,7 @@ class DeepAREstimator(PTSEstimator):
self.cell_type = cell_type
self.dropout_rate = dropout_rate
self.use_feat_dynamic_real = use_feat_dynamic_real
self.use_feat_dynamic_cat = use_feat_dynamic_cat
self.use_feat_static_cat = use_feat_static_cat
self.use_feat_static_real = use_feat_static_real
self.cardinality = cardinality if cardinality and use_feat_static_cat else [1]
@@ -93,11 +95,13 @@ class DeepAREstimator(PTSEstimator):
self.num_parallel_samples = num_parallel_samples
def create_transformation(self) -> Transformation:
remove_field_names = [FieldName.FEAT_DYNAMIC_CAT]
remove_field_names = []
if not self.use_feat_static_real:
remove_field_names.append(FieldName.FEAT_STATIC_REAL)
if not self.use_feat_dynamic_real:
remove_field_names.append(FieldName.FEAT_DYNAMIC_REAL)
if not self.use_feat_dynamic_cat:
remove_field_names.append(FieldName.FEAT_DYNAMIC_CAT)
return Chain(
[RemoveFields(field_names=remove_field_names)]
@@ -150,6 +154,11 @@ class DeepAREstimator(PTSEstimator):
[FieldName.FEAT_DYNAMIC_REAL]
if self.use_feat_dynamic_real
else []
)
+ (
[FieldName.FEAT_DYNAMIC_CAT]
if self.use_feat_dynamic_cat
else []
),
),
InstanceSplitter(