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M2U:Introduce external variables (exog) to assist in prediction #45

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@oneJue oneJue commented Jan 26, 2025

This change splits a dataset into target variables and external variables (exog) based on the target_channel configuration. The target_channel determines which columns are treated as target variables.

  • Integers (positive or negative) can be used to specify a single column index.
  • Lists or tuples containing two integers (e.g., [2, 4]) can be used to select a range of columns.
  • If target_channel is set to None, all columns are considered target variables, and the exog part will be set None.

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.

qiu69 and others added 3 commits January 26, 2025 22:18
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
@luckiezhou luckiezhou assigned luckiezhou and oneJue and unassigned luckiezhou Jan 27, 2025
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
Signed-off-by: oneJue <[email protected]>
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3 participants