Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Return NaN prediction #41

Open
ramdhan1989 opened this issue May 15, 2022 · 1 comment
Open

Return NaN prediction #41

ramdhan1989 opened this issue May 15, 2022 · 1 comment

Comments

@ramdhan1989
Copy link

Hi There! I got Nan prediction. I have monthly dataset and would like to forecast 12 steps ahead (1 year). This is my dataset :
image

this is validation that fed into training as well
image

this is the model and training :
model = ESRNN(max_epochs=20, freq_of_test=5, batch_size=5, learning_rate=1e-1, per_series_lr_multip=0.8, lr_scheduler_step_size=10, lr_decay=0.1, gradient_clipping_threshold=50, rnn_weight_decay=0.0, level_variability_penalty=100, testing_percentile=10, training_percentile=90, ensemble=True, max_periods=25, seasonality=[], input_size=2, output_size=12,frequency=None, cell_type='LSTM', state_hsize=40, dilations=[[1], [6]], add_nl_layer=False, random_seed=1, device='cpu')

model.fit(training[['unique_id','ds','x']], training[['unique_id','ds','y']],validation[['unique_id','ds','x']],validation[['unique_id','ds','y','y_hat_naive2']],y_hat_benchmark='y_hat_naive2')

I got nan and undetected freq as shown by this during training:
image

predict return Nan values:
image

@sd3093
Copy link

sd3093 commented Oct 1, 2024

had the same issue, was due to the ds column not being continuous (i.e. having gaps due to looking at the business days rather than calendar days). maybe that's also related here? do you have any gaps in the ds column?

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants