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Building a time-aware model factory

Building a time-aware model factory

Hello,

I am in need of building time series forecasting models for our individual centers. when I run the model factory based on some examples, it only builds regression models. how would I include Feature derivation window and prediction window through the API.

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1 Reply
mel
Data Scientist
Data Scientist

Hi Chinthaka, here are some docs on specifying the feature derivation window and the forecast window through the API.

 

The code might look like this:

time_partition = dr.DatetimePartitioningSpecification(
    use_time_series      = True,
    datetime_partition_column = 'Date',
    multiseries_id_columns  = ['series_id'],
    feature_derivation_window_start= -8, # this is how far back each individual forecast requires
      feature_derivation_window_end=0,
      forecast_window_start=1,
      forecast_window_end=25, # this is how far into the future you want each forecast
   )

project.analyze_and_model(
      target = 'Revenue',    
      mode  = dr.AUTOPILOT_MODE.FULL_AUTO, 
      partitioning_method = time_partition,
      worker_count=-1)