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batch_first
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@@ -237,7 +237,7 @@ class CanonicalInstanceSplitter(FlatMapTransformation):
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instance sampler that provides sampling indices given a time-series
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instance_length
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length of the target seen before making prediction
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output_NTC
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batch_first
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whether to have time series output in (time, dimension) or in
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(dimension, time) layout
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time_series_fields
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@@ -262,7 +262,7 @@ class CanonicalInstanceSplitter(FlatMapTransformation):
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forecast_start_field: str,
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instance_sampler: InstanceSampler,
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instance_length: int,
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output_NTC: bool = True,
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batch_first: bool = True,
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time_series_fields: List[str] = [],
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allow_target_padding: bool = False,
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pad_value: float = 0.0,
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@@ -271,7 +271,7 @@ class CanonicalInstanceSplitter(FlatMapTransformation):
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) -> None:
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self.instance_sampler = instance_sampler
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self.instance_length = instance_length
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self.output_NTC = output_NTC
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self.batch_first = batch_first
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self.dynamic_feature_fields = time_series_fields
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self.target_field = target_field
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self.allow_target_padding = allow_target_padding
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@@ -341,14 +341,14 @@ class CanonicalInstanceSplitter(FlatMapTransformation):
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else:
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past_ts = full_ts[..., (i - self.instance_length) : i]
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past_ts = past_ts.transpose() if self.output_NTC else past_ts
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past_ts = past_ts.transpose() if self.batch_first else past_ts
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d[self._past(ts_field)] = past_ts
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if self.use_prediction_features and not is_train:
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if not ts_field == self.target_field:
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future_ts = full_ts[..., i : i + self.prediction_length]
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future_ts = (
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future_ts.transpose() if self.output_NTC else future_ts
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future_ts.transpose() if self.batch_first else future_ts
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)
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d[self._future(ts_field)] = future_ts
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