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forecasting

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cherfongfoo
cherfongfoo commented Oct 12, 2020
from fbprophet.serialize import model_to_json, model_from_json
with open("serialized_model.json", "r") as fin:
    fb_model = model_from_json(json.load(fin))

df_cv = cross_validation(fb_model, ............)

It produces this error,

File "C:\Users\XXXXX\.conda\envs\fbprophet7\lib\site-packages\fbprophet\diagnostics.py", line 295, in prophet_copy
    stan_backend=m.st
sktime
gluon-ts
lostella
lostella commented Sep 22, 2020

Description

Currently, DistributionOutput classes produce a TransformedDistribution when the distribution method is invoked with loc and scale. However, we cannot get mean and variance out of such object:

import mxnet as mx
from gluonts.mx.distribution import GaussianOutput

distr_output = GaussianOutput()

args = mx.nd.array([0.0]), mx.nd.array([1.0])
loc = mx.

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