Wavenet Estimator does not take minute frequency

[cyrusmvahid]

Description

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Error Message

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Environment

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[cyrusmvahid]

Description:

I am trying to replicate the twit example with different estimators and compare the results.

wavenet_estimator = WaveNetEstimator(freq="5min", prediction_length=12, trainer=Trainer(epochs=EPOCHS))

I get the following result

---------------------------------------------------------------------------
KeyError                                  Traceback (most recent call last)
<ipython-input-130-bea3fc1bb39e> in <module>()
----> 1 wavenet_estimator = WaveNetEstimator(freq="5min", prediction_length=12, trainer=Trainer(epochs=EPOCHS))

~/anaconda3/envs/mxnet_p36/lib/python3.6/site-packages/gluonts/core/component.py in init_wrapper(*args, **kwargs)
    395                 self.__class__.__repr__ = validated_repr
    396 
--> 397             return init(self, **all_args)
    398 
    399         # attach the Pydantic model as the attribute of the initializer wrapper

~/anaconda3/envs/mxnet_p36/lib/python3.6/site-packages/gluonts/model/wavenet/_estimator.py in __init__(self, freq, prediction_length, trainer, num_eval_samples, cardinality, embedding_dimension, num_bins, hybridize_prediction_net, n_residue, n_skip, dilation_depth, n_stacks, temperature, act_type)
    162 
    163         seasonality = _get_seasonality(
--> 164             self.freq, {'H': 7 * 24, 'D': 7, 'W': 52, 'M': 12, 'B': 7 * 5}
    165         )
    166         goal_receptive_length = max(seasonality, 2 * self.prediction_length)

~/anaconda3/envs/mxnet_p36/lib/python3.6/site-packages/gluonts/model/wavenet/_estimator.py in _get_seasonality(freq, seasonality_dict)
     87         else {'H': 7 * 24, 'D': 7, 'W': 52, 'M': 12, 'B': 7 * 5}
     88     )
---> 89     seasonality = sdict[base_freq]
     90     if seasonality % multiple != 0:
     91         logging.warning(

KeyError: 'min'

Environment

Amazon SageMaker - mxnet-py36
I have installed gluonts manually
Linux ip-172-16-8-18 4.14.121-85.96.amzn1.x86_64 #1 SMP Wed May 22 00:45:50 UTC 2019 x86_64 x86_64 x86_64 GNU/Linux
mx.version: '1.4.1'

[lostella]

Looks like just adding the support 'min' to the keys might work -- however I'm not sure if 'min': 60 * 7 * 24 could create memory issues

cc @geoalgo ?

[geoalgo]

I think it wont because the code has this safeguard:

goal_receptive_length = max(seasonality, 2 * self.prediction_length)

[lostella]

Solved in #262