bug: Chronos quantiles warning #268
Description
Initial Checklist
- I confirm that I'm using the latest version of TimeCopilot.
- I confirm that I've reviewed my issue at https://github.com/AzulGarza/timecopilot/issues before opening this one.
What happened?
When passing level to forecast function, for Chronos it outputs warning about wrong quantiles. Simply take a look at this issue - https://github.com/AzulGarza/timecopilot/issues/262 :
tcf1 = TimeCopilotForecaster(
models=[
Chronos(repo_id="amazon/chronos-bolt-mini"),
]
)
fcst_df_missing = tcf1.forecast(df=df_missing, h=30, level=[80, 90])Quantiles to be predicted ([0.04999999999999999, 0.09999999999999998, 0.9, 0.95]) are not within the range of quantiles that Chronos-Bolt was trained on ([0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9]). Quantile predictions will be set to the minimum/maximum levels at which Chronos-Bolt was trained on. This may significantly affect the quality of the predictions.
Relevant log output
Environment
timecopilot==0.0.22