Skip to content

Fix freq when both window_size and freq are not None #258

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 1 commit into
base: master
Choose a base branch
from
Open

Fix freq when both window_size and freq are not None #258

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
6 changes: 5 additions & 1 deletion src/timesfm/timesfm_torch.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -109,9 +109,13 @@ def _forecast(

if window_size is not None:
new_inputs = []
for ts in inputs:
new_freqs = []
for i, ts in enumerate(inputs):
new_inputs.extend(timesfm_base.moving_average(ts, window_size))
if freq is not None:
new_freqs.extend([freq[i]] * 2)
inputs = new_inputs
freq = new_freqs if freq is not None else None

if freq is None:
logging.info("No frequency provided via `freq`. Default to high (0).")
Expand Down