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hotfix/forecast-make-intraday-work: An attempt to make intraday data work with forecast functions #5486

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merged 2 commits into from
Sep 29, 2023

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deeleeramone
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@deeleeramone deeleeramone commented Sep 27, 2023

This might not be the best way to go about it, but it appears to work and would resolve a long-standing issue. The charts are lacking range breaks when intraday, so a bit of love is needed there.

This removes the process which was formatting everything as %Y-%m-%d, and changes the frequency setting to default as D instead of B.

Before:

Screenshot 2023-09-27 at 12 52 02 PM

After:

Screenshot 2023-09-27 at 12 53 20 PM

This does not work with TimeGPT because it doesn't use the helpers or common params the rest of the menu uses. @DidierRLopes, any insight here how we can get intraday to work there?

Screenshot 2023-09-27 at 12 57 03 PM

Actually found a way to make it work where it resamples to Hourly:

  • Format dates as %Y-%m-%d %H%M%S instead of stripping the time.
  • Use freq=H for the command.
  • Daily, freq=D for the command.

Screenshot 2023-09-27 at 1 32 25 PM

The TimeGPT command could use a bit of cleanup to make default states and parameters to be like the other models.

@reviewpad reviewpad bot added the feat XS Extra small feature label Sep 27, 2023
@jmaslek jmaslek added this pull request to the merge queue Sep 29, 2023
Merged via the queue into develop with commit 952be3b Sep 29, 2023
23 of 25 checks passed
@piiq piiq deleted the hotfix/forecast-make-intraday-work branch October 6, 2023 07:52
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2 participants