Hey Folks. I just discovered the pytorch-forecasting package’s TimeSeriesDataSet class, and how it helps with taking data from a pandas dataframe and creating a pytorch DataLoader. They show one example of creating a TimeSeries Dataset, but don’t but don’t have much in the way of a tutorial etc. I was wondering if I can create a sequence-to-sequence dataset using this class, meaning I would need the TimeSeriesDataSet class to cut the time series data into windows, where say the first 10 days are the data and the subsequent 10 days are the labels.
I have code to do this manually right now, and it works. But for the future it would be nice to have a tool like this to setup new datasets faster. So was just wondering if anyone know whether I can setup a Sequence-to-Sequence set of (data, labels) for the DataLoader, and if anyone knows of a good example of this.
Thanks.