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Update tft.py

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This commit is contained in:
Wendi Li
2020-11-28 22:51:22 +08:00
committed by GitHub
parent 1aeff4f1e2
commit e333b78650
1 changed files with 4 additions and 2 deletions
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6
examples/benchmarks/TFT/tft.py
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@@ -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+5": col_name})
df_res = df_res.rename(columns={"forecast_time": "datetime", "identifier": "instrument", "t+4": col_name})
df_res = df_res.set_index(["datetime", "instrument"]).sort_index()
df_res = df_res[[col_name]]
return df_res
@@ -232,7 +232,9 @@ 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", 0) # self.label_shift
predict50 = format_score(p50_forecast, "pred", 1)
predict90 = format_score(p90_forecast, "pred", 1)
predict = (predict50 + predict90)/2 # self.label_shift
# ===========================Predicting Process===========================
return predict