- PyTorch-Forecasting version:1.0.0
- PyTorch version: 2.0.0
- Python version: 3.10
Expected behavior
I executed code to be able to handle weight paramter defined in TimeSeriesDataSet, to weight the loss function. However, although the code works for TFT but for NHiTS I got dimension mismatch such as
RuntimeError: The size of tensor a (5) must match the size of tensor b (20) at non-singleton dimension 1
training = TimeSeriesDataSet(
train_data,
time_idx="new_time",
target="var4",
time_varying_known_categoricals = ['var1','var2','var3'],
static_categoricals = ['Groups'],
group_ids=["Groups"],
time_varying_unknown_reals=["var4'],
max_encoder_length=context_length,
max_prediction_length=prediction_length,
allow_missing_timesteps=False,
add_target_scales=False,
)
There is no missing values in my data, since other posts suggest this. Can someone explain how to fix this issue?