jpeg729:

One thing you could do is to duplicate your series 24 times. The first copy would skip one hour at the beginning, the second copy would skip 2 hours, etc. Then you could combine these series in parallel to make a tensor of shape (seq_len, 24, n_features).


I am afraid I don’t fully follow. I guess I am not sure if I have the same definition of series as you’re thinking about. Would be great if you could elaborate a bit.
BTW, thanks a ton for your efforts. I really found the suggestions to be very useful. I’ll surely acknowledge your inputs!