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Im working on making predicctions for the next 24 hours of the energy price. The problem is i dont undestand how the datasets are created. I want to predict the next 24 values, i dont care if it´s just by using the previous 24 hours or more. I just dont know how to configure it.
All help is aprecciated. This is my dataframe
fechaHora
precio_spot
demanda
co2
precio_gas
prod_eolica
prod_solar
demanda_residual
rampa
month
week
index
day
0
2022-08-31 00:00:00
227.82
26649.83
80.28
204.32
6061.25
232.17
21193.03
1750.55
0
0
0
0
1
2022-08-31 01:00:00
195.00
25480.42
80.28
204.32
5636.58
145.58
19582.33
1610.70
0
0
1
0
2
2022-08-31 02:00:00
184.95
24435.00
80.28
204.32
4902.33
113.83
18842.22
740.10
0
0
2
0
3
2022-08-31 03:00:00
181.69
23810.17
80.28
204.32
4227.33
62.58
19194.65
-352.43
0
0
3
0
4
2022-08-31 04:00:00
181.79
23520.92
80.28
204.32
3933.25
18.33
19861.95
-667.30
0
0
4
0
...
...
...
...
...
...
...
...
...
...
...
...
...
...
13676
2024-03-22 19:00:00
57.30
29866.00
59.65
26.43
5725.08
257.67
23398.45
-3844.93
19
82
13676
569
13677
2024-03-22 20:00:00
53.92
30719.25
59.65
26.43
6607.83
80.17
24598.68
-1200.23
19
82
13677
569
13678
2024-03-22 21:00:00
35.00
29757.92
59.65
26.43
7931.58
64.00
22840.10
1758.58
19
82
13678
569
13679
2024-03-22 22:00:00
29.16
27183.58
59.65
26.43
9437.92
64.00
18698.83
4141.28
19
82
13679
569
13680
2024-03-22 23:00:00
15.60
24874.83
59.65
26.43
10415.50
63.00
14931.05
3767.78
19
82
13680
569
Expected behavior
Create training, validation and test data.
Actual behavior
AssertionError: filters should not remove entries all entries - check encoder/decoder lengths and lags
Code to reproduce the problem
features = [col for col in data.columns if col != 'precio_spot' ] # Columnas de características and col != 'fechaHora'
max_prediction_length = 24
max_encoder_length = 24 #48
# training_cutoff = data["fechaHora"].max() - pd.Timedelta(hours=max_encoder_length)
training = TimeSeriesDataSet(
train_data,
time_idx="index",
target="precio_spot",
group_ids=["day"],
min_encoder_length=24, # keep encoder length long (as it is in the validation set)
max_encoder_length=max_encoder_length,
min_prediction_length=24,
max_prediction_length=max_prediction_length,
static_categoricals=[],
static_reals=[],
time_varying_known_categoricals=[], # group of categorical variables can be treated as one variable
time_varying_known_reals=features,
time_varying_unknown_categoricals=[],
time_varying_unknown_reals=[],
target_normalizer=GroupNormalizer(
groups=["day"], transformation="softplus"
),
# use softplus and normalize by group
add_relative_time_idx=True,
add_target_scales=True,
add_encoder_length=True,
categorical_encoders={
'month':pytorch_forecasting.data.encoders.NaNLabelEncoder(add_nan=True),
'week':pytorch_forecasting.data.encoders.NaNLabelEncoder(add_nan=True),
'day':pytorch_forecasting.data.encoders.NaNLabelEncoder(add_nan=True),
},
)
validation = TimeSeriesDataSet.from_dataset(training, val_data, predict=True, stop_randomization=True)
test = TimeSeriesDataSet.from_dataset(training, test_data, predict=True, stop_randomization=True)
# create dataloaders for model
batch_size = 64 # set this between 32 to 128
train_dataloader = training.to_dataloader(train=True, batch_size=batch_size, num_workers=11, persistent_workers=True)
val_dataloader = validation.to_dataloader(train=False, batch_size=batch_size, num_workers=11, persistent_workers=True)
test_dataloader = test.to_dataloader(train=False, batch_size=batch_size, num_workers=11, persistent_workers=True)
The text was updated successfully, but these errors were encountered:
Im working on making predicctions for the next 24 hours of the energy price. The problem is i dont undestand how the datasets are created. I want to predict the next 24 values, i dont care if it´s just by using the previous 24 hours or more. I just dont know how to configure it.
All help is aprecciated. This is my dataframe
Expected behavior
Create training, validation and test data.
Actual behavior
AssertionError: filters should not remove entries all entries - check encoder/decoder lengths and lags
Code to reproduce the problem
The text was updated successfully, but these errors were encountered: