L12M = L_prophet_5min_T[0:(12*30*24*12)] # the dataset show in the above pic
m = NeuralProphet(n_forecasts=(2*24*12),
n_lags=(16*24*12),
yearly_seasonality="auto",
weekly_seasonality="auto",
daily_seasonality="auto",
growth="off", seasonality_reg= 0.5, optimizer = 'AdamW',
learning_rate = 0.1, n_changepoints="auto", changepoints_range = "auto", batch_size = 16 )
m.add_country_holidays("US", mode="additive")
m = m.add_future_regressor(name='A')
m = m.add_future_regressor(name='B')
m = m.add_future_regressor(name='C')
metrics = m.fit(L12M, freq="5min")
m.highlight_nth_step_ahead_of_each_forecast(step_number=m.n_forecasts)
# the future values of A, B, and C
future_regressors_df = pd.DataFrame(data={'A': L_prophet_5min_T['A'][(12*30*24*12):(12*30*24*12)+576],
'B': L_prophet_5min_T['B'][(12*30*24*12):(12*30*24*12)+576],
'C': L_prophet_5min_T['C'][(12*30*24*12):(12*30*24*12)+576]})
The model trains and saves fine, then when I try to forecast using this code, I get an error:
P_horizon = 576
future = m.make_future_dataframe(df = L12M, periods = P_horizon, n_historic_predictions=True)
forecast1 = m.predict(df=future)
Discussed in #797
Originally posted by Msaleh87 October 3, 2022
So I prepared my data as shown below:
This is my code, L12 is the dataset you see in the pic above:
The model trains and saves fine, then when I try to forecast using this code, I get an error:
Should I add an argument for the future regressors inside the forecast?!