I am working with variable-length time series. In particular, I am using the tslearn tool. I transformed data so that they fit the allowed format for tslearn:
X_train, X_test, y_train, y_test = train_test_split(data, Y, test_size=0.3,random_state=42, stratify= Y)
X_train= to_time_series_dataset(X_train)
X_test= to_time_series_dataset(X_test)
then I run:
from tslearn.shapelets import LearningShapelets
clf = LearningShapelets(n_shapelets_per_size={3: 1})
clf.fit(X_train, y_train)
Everything runs smoothly, but when I run:
y_pred = clf.predict_proba(X_test)
I get
y_pred contains only 'nan' and no predictions.
Does anyone have a suggestion about why this is happening?
