How can I use DeepAR in multi-variate dataset
Closed this issue · 2 comments
BEbillionaireUSD commented
I have a customized dataset similar to the data in Multivariate-Flow-Solar (example code), which is in the form of:
dataset = ListDataset(["target": np.ones(20, 100),"start": ...], one_dim_target=False)
, where 20 denotes the number of columns.
I am wondering how to use DeepAR to predict on my own dataset considering the DeepAREstimator doesn't have a parameter like target_dim?
Looking forward to your help. Thanks!
kashif commented
@BEbillionaireUSD i believe deepAR is also a univariate method, and its multivariate variant is called DeepVAR. You can use the implementation of deepVAR here or from gluonts directly which also has an implementation.
BEbillionaireUSD commented
Thanks very much for your prompt response! DeepVAR works.