I am trying to run the GluonTS example code, going through some struggle to install the libraries, now I get the following error:
FileNotFoundError: C:\Users\abcde\.mxnet\gluon-ts\datasets\airpassengers\test
The C:\Users\abcde\.mxnet\gluon-ts\datasets\airpassengers\ does exist but contains only train folder. Have tried reinstalling but to no avail. Any ideas how to fix this and run the example, even if finding the dataset in correct format elsewhere?
EDIT: To clarify, I was referring to an example on https://ts.gluon.ai/stable/
import matplotlib.pyplot as plt
from gluonts.dataset.util import to_pandas
from gluonts.dataset.pandas import PandasDataset
from gluonts.dataset.repository.datasets import get_dataset
from gluonts.mx import DeepAREstimator, Trainer
dataset = get_dataset("airpassengers")
deepar = DeepAREstimator(prediction_length=12, freq="M", trainer=Trainer(epochs=5))
model = deepar.train(dataset.train)
# Make predictions
true_values = to_pandas(list(dataset.test)[0])
true_values.to_timestamp().plot(color="k")
prediction_input = PandasDataset([true_values[:-36], true_values[:-24], true_values[:-12]])
predictions = model.predict(prediction_input)
for color, prediction in zip(["green", "blue", "purple"], predictions):
prediction.plot(color=f"tab:{color}")
plt.legend(["True values"], loc="upper left", fontsize="xx-large")
There was an incorrect import on the earlier version of the example, which was since corrected, also I needed to specify regenerate=True while getting the dataset, so:
dataset = get_dataset("airpassengers", regenerate=True).