I'm trying to get the run tutorial on kats multi-variete time series model forecasting running but I'm running into an error when running m.predict
Here's the code which can also be found on their tutorial page.
try: # If running on Jupyter
multi_df = pd.read_csv("../kats/data/multi_ts.csv")
except FileNotFoundError: # If running on colab
multi_df = pd.read_csv("multi_ts.csv")
multi_ts = TimeSeriesData(multi_df, time_col_name='time')
# Use VAR model to forecast this multivariate time series
from kats.models.var import VARModel, VARParams
params = VARParams()
m = VARModel(multi_ts, params)
m.fit()
fcst = m.predict(steps=90) # this line yields the error
m.plot()
plt.show()
Theirs already an issue regarding this error on the kats github but has not been commented on.