Created
May 15, 2022 15:04
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# choose forecast horizon: k hours beyond end of test set | |
k = 12 | |
n_FC = k + len(ts_ttest) # length of test set + k hours | |
print("forecast beyond end of training set:", n_FC, | |
"hours beyond", ts_ttrain.end_time()) | |
# last 24 hours of feature covariates available => copy them to future 24 hours: | |
covF_t_fut = covF_t.concatenate( other=covF_t.tail(size=24), | |
ignore_time_axes=True) | |
# combine feature and time covariates: | |
cov_t_fut = covF_t_fut.concatenate(covT_t.slice_intersect(covF_t_fut), axis=1) | |
cov_t_fut.pd_dataframe().iloc[[0,-1]] |
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