Tabular with Multiple Input Dimensions

Dear community,

My understanding is that Tabular Model works with 2 dimensions (rows + columns) tables as input dataset.
-> What would be the best way apply the model for multiple (more then 2) input dimensions?

Here the details:
My input data is a table (target is Price)

image

But I believe that in my domain, today’s price might be very dependent from the prev days prices.

So I need this to put as input the previous n prices (in this case n = 3)
image

And this for all the types, so I need an other dimension:
image

Therefore the model can predict daily prices for all types using as input all the prev prices for all types.

-> Do you have any nice ideas how to achieve this with Tabular or with other Models?

-> Pandas DataFrame can have only 2 axis, so I am not able to build this 3d table using DataFrames. Any suggestions?

You should represent your data as a multivariate time series. These are some repos to deal with TS in fastai:

1 Like

Thanks for the input Victor.
I am using fastai v1 at the moment, so if I understood correctly only this package is compatible with fastai v1 at the moment.

which links to this:

Maybe it’s a quite basic question, but since I am quite new with notebooks, do you have any tips on how can I install the package?

I tried this, but it does not work ( I am using Google Collab)

!pip install git+https://github.com/timeseriesAI/timeseriesAI1/tree/master/fastai_timeseries#egg=timeseriesAI

Basically I have an error while importing fastai_timeseries

from fastai_timeseries import *

in this notebook:

https://github.com/timeseriesAI/timeseriesAI1/blob/master/01_Intro_to_Time_Series_Classification.ipynb

Thanks in advance

Try to git clone it instead of pip install it. You should also install (this time via pip) pyts and pyunpack in order to make it work.