From 068ad4ba9007788c9e9619670a314e81d3a87b68 Mon Sep 17 00:00:00 2001 From: Wendi Li Date: Wed, 25 Nov 2020 17:31:15 +0800 Subject: [PATCH] Update tft.py --- examples/benchmarks/TFT/tft.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/examples/benchmarks/TFT/tft.py b/examples/benchmarks/TFT/tft.py index 631204a3d..92d957d0f 100644 --- a/examples/benchmarks/TFT/tft.py +++ b/examples/benchmarks/TFT/tft.py @@ -82,7 +82,7 @@ def process_predicted(df, col_name): """ df_res = df.copy() - df_res = df_res.rename(columns={"forecast_time": "datetime", "identifier": "instrument", "t+0": col_name}) + df_res = df_res.rename(columns={"forecast_time": "datetime", "identifier": "instrument", "t+5": col_name}) df_res = df_res.set_index(["datetime", "instrument"]).sort_index() df_res = df_res[[col_name]] return df_res @@ -232,8 +232,8 @@ class TFTModel(ModelFT): p90_forecast = self.data_formatter.format_predictions(output_map["p90"]) tf.keras.backend.set_session(default_keras_session) - predict = format_score(p90_forecast, "pred", self.label_shift) - label = format_score(targets, "label", self.label_shift) + predict = format_score(p90_forecast, "pred", 0) # self.label_shift + label = format_score(targets, "label", 0) # ===========================Predicting Process=========================== return predict, label