From b01e7c6a24fdded6459c95600b5c089bc8a2f654 Mon Sep 17 00:00:00 2001 From: "Dr. Kashif Rasul" Date: Tue, 16 Mar 2021 16:51:57 +0100 Subject: [PATCH] upper bound get_lags_for_frequency by context_length --- pts/model/deepar/deepar_estimator.py | 4 +++- pts/model/simple_feedforward/simple_feedforward_estimator.py | 5 ----- 2 files changed, 3 insertions(+), 6 deletions(-) diff --git a/pts/model/deepar/deepar_estimator.py b/pts/model/deepar/deepar_estimator.py index 166e07c..89a03ec 100644 --- a/pts/model/deepar/deepar_estimator.py +++ b/pts/model/deepar/deepar_estimator.py @@ -91,7 +91,9 @@ class DeepAREstimator(PyTorchEstimator): ) self.scaling = scaling self.lags_seq = ( - lags_seq if lags_seq is not None else get_lags_for_frequency(freq_str=freq) + lags_seq + if lags_seq is not None + else get_lags_for_frequency(freq_str=freq, lag_ub=self.context_length) ) self.time_features = ( time_features diff --git a/pts/model/simple_feedforward/simple_feedforward_estimator.py b/pts/model/simple_feedforward/simple_feedforward_estimator.py index 442e4fc..37b738c 100644 --- a/pts/model/simple_feedforward/simple_feedforward_estimator.py +++ b/pts/model/simple_feedforward/simple_feedforward_estimator.py @@ -9,11 +9,6 @@ from gluonts.torch.model.predictor import PyTorchPredictor from gluonts.torch.modules.distribution_output import DistributionOutput from gluonts.model.predictor import Predictor from gluonts.dataset.field_names import FieldName -from gluonts.time_feature import ( - TimeFeature, - get_lags_for_frequency, - time_features_from_frequency_str, -) from gluonts.transform import ( Transformation, Chain,