FIX: Insample predictions with multivariate model#1271
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FIX: Insample predictions with multivariate model#1271
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elephaint
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Feb 24, 2025
| "\n", | ||
| " if step == 'predict':\n", | ||
| " initial_input = temporal.shape[-1] - self.test_size\n", | ||
| " if initial_input <= self.input_size: # There is not enough data to predict first timestamp\n", |
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Nice! I think only a unit test to verify that this works as intended?
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Insample predictions with multivariate models now works with the merge of #1023 . Closing as this PR is not necessary anymore. |
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Currently, insample predictions do not work for multivariate model; they miss
input_sizevalues. This is likely due to padding not being applied for early timesteps when creating windows for multivariate models.This fix allows padding, just like in
BaseWindows. This fixes the problem of insample predictions with multivariate models.I tested the performance of some multivariate models, and padding does not impact performance.
I also added a multivariate model to the insample predictions tests.