I'm using Temporal Fusion Transformer to do sales forecast. For validation, how to join the prediction with the original data? I guess I need both the 'time_idx' and the group_ids to join the prediction with the original data. I have get the 'time_idx' from x, how to get the group_ids=['STORE_NUMBER'] information of the predictions.
Thanks
return TimeSeriesDataSet(
data,
time_idx="time_idx",
target="SALES",
group_ids=['STORE_NUMBER'],
min_encoder_length=1, # keep encoder length long (as it is in the validation set)
max_encoder_length=max_encoder_length,
min_prediction_length=1,
max_prediction_length=max_prediction_length,
static_categoricals=['CITY'],
static_reals=['STORE_AGE'],
time_varying_known_categoricals=['day','week','holiday'],
time_varying_known_reals=["time_idx"],
time_varying_unknown_categoricals=[],
time_varying_unknown_reals=["SALES"],
add_relative_time_idx=True,
add_target_scales=True,
add_encoder_length=True,
allow_missing_timesteps=True,
},
)
print("Keys in x:", x.keys())
print("Keys in raw_predictions:", raw_predictions.keys())
actuals = x['decoder_target']
times = x['decoder_time_idx']```