microsoft / microsoft/FLAML

Time series gap detection for TFT tasks

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#754 1 comment 1 reaction 1 assignee Claimed by @int-chaos View on GitHub
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Description

I've been getting a warning when I'm using TemporalFusionTransformer, indicating missing timestamps. It's coming from https://github.com/microsoft/FLAML/blob/f97c233dc55a60315f84fdb84fd49dd9ea98a5bd/flaml/automl.py#L1033. It Seems like perhaps it's checking the whole dataset as a single time series, rather than each time series individually. I think that adding logic to _validate_ts_data() to check if the task is 'ts_forecast_panel' and using the group_ids passed when fit() is called could be a solution.

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