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yse fourier time features in transformer

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Dr. Kashif Rasul
2020-02-03 15:05:49 +01:00
parent 637a6fb36e
commit e8a1a07fdd
1 changed files with 4 additions and 4 deletions
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pts/model/transformer/transformer_estimator.py
+4 -4
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@@ -30,8 +30,8 @@ from pts.transform import (
)
from pts.feature import (
TimeFeature,
time_features_from_frequency_str,
get_lags_for_frequency,
fourier_time_features_from_frequency_str,
get_fourier_lags_for_frequency,
)
from .transformer_network import (
@@ -83,12 +83,12 @@ class TransformerEstimator(PTSEstimator):
self.embedding_dimension = embedding_dimension
self.num_parallel_samples = num_parallel_samples
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_fourier_lags_for_frequency(freq_str=freq)
)
self.time_features = (
time_features
if time_features is not None
else time_features_from_frequency_str(self.freq)
else fourier_time_features_from_frequency_str(self.freq)
)
self.history_length = self.context_length + max(self.lags_seq)
self.scaling = scaling