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Issue with lags_seq with Weekly data input #83
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Also, I have a question: when freq_str is "Q", offset is:<QuarterEnd: startingMonth=12>, offset.n= 1 does it mean it will get past 1 and 8 and 9 and 11, 12,13 data of my first target data? |
using |
Hi Thank you. |
I am guessing that lag-llama will omit the D, H, T, S automatically if your data frequency is weekly. |
I was thinking the same too. But I checked the code. when it is doing prediction_splitter, It will get self.context_length32 + max(self.lags_seq)1092 data. So I'm confused here |
Hi,
![image](https://private-user-images.githubusercontent.com/43529795/340690648-98e4a5ab-47a0-4848-8a77-18c227fdae64.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.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.iJEJqXzYjcf8rz8jZmymgGGBxfK6LV2TddwEMQy7_Cw)
My data is weekly data. As you see here. So I set freq = "7D".
I think it makes sense to me if I set lags_seq = ["Q", "M", "W", "D"] in LagLlamaEstimator becuase I don't have second or hour or T data.
Now my module is :
create_lightning_module {'input_size': 1, 'context_length': 32, 'max_context_length': 2048, 'lags_seq': [0, 7, 8, 10, 11, 12, 13, 14, 19, 20, 21, 22, 23, 24, 26, 27, 28, 29, 30, 34, 35, 36, 50, 51, 52, 55, 83, 102, 103, 104, 154, 155, 156, 362, 363, 364, 726, 727, 728, 1090, 1091, 1092], 'n_layer': 8, 'n_embd_per_head': 16, 'n_head': 9, 'scaling': 'robust', 'distr_output': gluonts.torch.distributions.studentT.StudentTOutput(), 'num_parallel_samples': 100, 'rope_scaling': None, 'time_feat': True, 'dropout': 0.0}
Total lags_seq is 42.
But I got this error:
![image](https://private-user-images.githubusercontent.com/43529795/340690747-f1dd064c-94cd-4828-bb1f-e8e728dbc35a.png?jwt=eyJhbGciOiJIUzI1NiIsInR5cCI6IkpXVCJ9.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.6_jCN2tZODvbgmPL2WwOwArNB7Ycm3jHY8qHKy4kJAM)
RuntimeError: Error(s) in loading state_dict for LagLlamaLightningModule:
size mismatch for model.transformer.wte.weight: copying a param with shape torch.Size([144, 92]) from checkpoint, the shape in current model is torch.Size([144, 50]).
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