awslabs/gluonts
`lagged_sequence_values` helper does not work well with multivariate data
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#2,708 建立於 2023年3月6日
enhancementgood first issuemultivariate
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描述
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