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scripts/decode_reimplementation.py
CHANGED
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@@ -427,8 +427,12 @@ def make_lstm_sequences(np, split: SplitData, lookback: int):
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n_val = len(split.y_val)
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xs, ys, end_indices = [], [], []
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for end in range(lookback, len(y_all)):
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ys.append(y_all[end])
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end_indices.append(end)
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xs = np.asarray(xs)
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n_val = len(split.y_val)
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xs, ys, end_indices = [], [], []
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for end in range(lookback - 1, len(y_all)):
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# Use the sequence ending at row `end` to predict that row's target.
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# The target was already shifted by --horizon during feature engineering,
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# so excluding row `end` here would make sequence models forecast one
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# extra step farther than the baseline models.
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xs.append(x_all[end - lookback + 1:end + 1])
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ys.append(y_all[end])
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end_indices.append(end)
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xs = np.asarray(xs)
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