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train_dataset = TimeSeriesDataSet(
Final_DF[lambda x: x.time_idx <= training_cutoff],
time_idx="time_idx",
target="target",
group_ids=["group_id"],
max_encoder_length=max_encoder_length,
min_encoder_length=max_encoder_length//2,
max_prediction_length=max_prediction_length,
min_prediction_length=max_prediction_length,
static_reals=[], # Add any static features like group-level metadata
time_varying_known_reals=[
"time_idx",
"Dollar_Index",
"Gold_Price",
"Interest_Rate",
"US_10_Year",
"VIX_Value",
"month",
"day_of_week",
"year",
"month",
"day_of_year",
"quarter",
],
time_varying_unknown_categoricals=[],
time_varying_unknown_reals=["target", "lag_1", "lag_3", "lag_7", "ma_3", "ma_7"],
target_normalizer=GroupNormalizer(
groups=["group_id"], transformation="softplus"
),
add_relative_time_idx=True,
add_target_scales=True,
add_encoder_length=True,
)
# create validation set (predict=True) which means to predict the last max_prediction_length points in time
# for each series
validation = TimeSeriesDataSet.from_dataset(training, Final_DF, predict=True, stop_randomization=True)
# create dataloaders for model
batch_size = 128 # set this between 32 to 128
train_dataloader = training.to_dataloader(train=True, batch_size=batch_size, num_workers=0)
val_dataloader = validation.to_dataloader(train=False, batch_size=batch_size * 10, num_workers=0)
I'm trying to build a TFT model to predict cryptocurrency prices which is generalized across multiple cryptocurrencies. I'm having this AssertionError when creating the dataset.
here I have attached my what my dataset looks like.
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