awslabs/gluonts

`lagged_sequence_values` helper does not work well with multivariate data

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#2.708 geöffnet am 6. März 2023

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enhancementgood first issuemultivariate

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Beschreibung

one issue i found with the lagged_sequence_values helper is that with multivariate inputs this helper doesn't return the stacked tensors... e.g.

# prior_input.shape torch.Size([1, 167, 137])
# input.shape torch.Size([1, 24, 137])

lags = lagged_sequence_values([0, 167], prior_input, input, dim=1)
# lags.shape torch.Size([1, 24, 137, 2])

where i would have expected torch.Size([1, 24, 137*2])

Originally posted by @kashif in https://github.com/awslabs/gluonts/issues/2618#issuecomment-1455833300

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