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M2U:Introduce external variables (exog) to assist in prediction #45
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Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
luckiezhou
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Signed-off-by: oneJue <[email protected]>
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Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
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Signed-off-by: oneJue <[email protected]>
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This change splits a dataset into target variables and external variables (exog) based on the
target_channel
configuration. Thetarget_channel
determines which columns are treated as target variables.target_channel
is set toNone
, all columns are considered target variables, and the exog part will be setNone
.Example:
Given the following configuration:
--strategy-args {"horizon":24,"target_channel":[0,-1,[0,3]]}
In this case:
target_channel = [0, -1]
: Selects the first column (index 0) and the last column (negative index represents counting from the end).target_channel = [0, 3]
: Selects columns from index 0 to 2 (exclusive of index 3), i.e., the first three columns are used as target variables.The dataset will be split accordingly into target variables and exog, allowing for efficient time-series prediction tasks.