From e8a1a07fdd1c7beb956322f43ce668148cff8138 Mon Sep 17 00:00:00 2001 From: "Dr. Kashif Rasul" Date: Mon, 3 Feb 2020 15:05:49 +0100 Subject: [PATCH] yse fourier time features in transformer --- pts/model/transformer/transformer_estimator.py | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) diff --git a/pts/model/transformer/transformer_estimator.py b/pts/model/transformer/transformer_estimator.py index 91ef17f..4e43df6 100644 --- a/pts/model/transformer/transformer_estimator.py +++ b/pts/model/transformer/transformer_estimator.py @@ -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