PYEDM FORECASTING PROBLEM
vishnu020 opened this issue · 1 comments
multivariate_out = Multiview(dataFrame=df1, lib='1 56', pred='57 112', E=3, Tp=3,
showPlot=True,
columns='''retail_food_sales_vol_bil_ch_usd__Month_MA2
retail_sales_food_services_bil_usd
change_private_inv_minus_retail_trade_bil_ch_usd__Month_MA2
total_sales''',
target="total_sales")
this model is predicting null values as lib data has target column and i am using it for training and datset 57 to112 is using for prediction doesnot contain the total sales can you clear my doubt
Perhaps your target (Observations) are NaN ? This is what it looks like in the screenshot. If the target is NaN, a prediction can not be made as the target state space point must be found in the state space library.
If a library vector contains NaN, any prediction based on that state space library vector (neighbor) will also be NaN.
Here is a demonstration:
from pyEDM import *
pyEDM.__version__
'1.15.3.0'
df = sampleData["block_3sp"].copy()
df.shape
(198, 10)
df.columns
Index(['time', 'x_t', 'x_t-1', 'x_t-2', 'y_t', 'y_t-1', 'y_t-2', 'z_t',
'z_t-1', 'z_t-2'],
dtype='object')
MV = Multiview( dataFrame = df, lib = "1 99", pred = "105 190", E = 3,
columns = "x_t y_t z_t", target = "x_t" )
MV['Predictions'].head()
time Observations Predictions
0 107 -0.212900 NaN
1 108 1.140320 0.851125
2 109 -1.152276 -1.330832
3 110 0.585776 0.556128
4 111 0.022673 0.052843
from numpy import nan
df.loc[:100,'x_t'] = nan
MV2 = Multiview( dataFrame = df, lib = "1 99", pred = "105 190", E = 3,
columns = "x_t y_t z_t", target = "x_t" )
MV2['Predictions'].head()
time Observations Predictions
0 107 -0.212900 NaN
1 108 1.140320 NaN
2 109 -1.152276 NaN
3 110 0.585776 NaN
4 111 0.022673 NaN
MV3 = Multiview( dataFrame = df, lib = "1 99", pred = "80 100",
E = 3, columns = "x_t y_t z_t", target = "x_t" )
MV3['Predictions'].head()
time Observations Predictions
0 82 NaN NaN
1 83 NaN NaN
2 84 NaN NaN
3 85 NaN NaN
4 86 NaN NaN