python - N-Beats 网格搜索不断投射我的数据

import numpy as np from darts import TimeSeries from darts.models import NBEATSModel series = TimeSeries.from_values(np.random.random_sample((50,))) trainset_size = 0.6 train, val = series.split_after(trainset_size) parameters = { "input_chunk_length": [16], "output_chunk_length": [1], "n_epochs": [2], "nr_epochs_val_period": [1, 2], "batch_size": [4], } print(train.components) print(train.dtype) print(val.components) print(val.dtype) res = NBEATSModel.gridsearch( parameters=parameters, series=train, val_series=val, n_jobs=-1, ) best_model, dict_bestparams = res

Index(['0'], dtype='object', name='component') float64 Index(['0'], dtype='object', name='component') float64 [2022-01-25 15:43:42,974] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 15:43:42,974] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 15:43:44,509] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 5153 samples. [2022-01-25 15:43:44,509] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 5153 samples. [2022-01-25 15:43:44,525] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:43:44,525] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:45:22,196] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 15:45:22,196] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 15:45:23,743] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:45:23,743] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:45:23,743] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:45:23,743] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:47:25,101] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 15:47:25,101] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 15:47:26,289] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:47:26,289] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:47:26,289] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:47:26,289] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:51:17,235] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:51:17,235] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:51:17,235] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:51:17,235] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:51:56,202] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:51:56,202] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:51:56,218] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:51:56,218] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:53:01,109] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 15:53:01,124] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 15:53:02,296] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:53:02,296] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:53:02,296] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:53:02,296] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:59:00,265] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 15:59:00,265] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 15:59:01,109] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:59:01,109] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 15:59:01,109] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 15:59:01,109] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 16:04:41,392] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:04:41,392] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:04:42,204] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 16:04:42,204] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 16:04:42,266] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 16:04:42,266] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 16:04:42,923] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:04:42,938] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:04:43,751] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 16:04:43,751] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 44 samples. [2022-01-25 16:04:43,798] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 16:04:43,798] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 32-bits; casting model to float32. [2022-01-25 16:05:47,394] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:05:47,394] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:05:47,394] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:05:47,394] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:07:34,695] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:07:34,695] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:07:34,695] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:07:34,695] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:07:35,539] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:07:35,539] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:07:35,539] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:07:35,539] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:07:35,601] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:07:35,601] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:07:35,601] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:07:35,601] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:08:32,509] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:08:32,509] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:08:32,509] WARNING | darts.models | Support for AutoARIMA is not available.To enable it, install u8darts[pmdarima] or u8darts[all]. [2022-01-25 16:08:32,509] WARNING | darts.models | Support for Facebook Prophet is not available. To enable it, install "darts", "u8darts[prophet]" or "u8darts[all]" (with pip);or "u8darts-all" (with conda). [2022-01-25 16:08:33,338] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:08:33,338] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:08:33,338] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:08:33,338] INFO | darts.models.forecasting.torch_forecasting_model | Train dataset contains 14 samples. [2022-01-25 16:08:33,400] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:08:33,400] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:08:33,400] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:08:33,400] INFO | darts.models.forecasting.torch_forecasting_model | Time series values are 64-bits; casting model to float64. [2022-01-25 16:08:34,744] INFO | darts.models.forecasting.forecasting_model | Chosen parameters: {'input_chunk_length': 16, 'output_chunk_length': 1, 'n_epochs': 2, 'nr_epochs_val_period': 2, 'batch_size': 4} [2022-01-25 16:08:34,744] INFO | darts.models.forecasting.forecasting_model | Chosen parameters: {'input_chunk_length': 16, 'output_chunk_length': 1, 'n_epochs': 2, 'nr_epochs_val_period': 2, 'batch_size': 4}