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deal with training horizons larger than 15 days
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Signed-off-by: Martijn Cazemier <[email protected]>
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MartijnCa committed Dec 7, 2023
1 parent c1cc311 commit 69a1098
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2 changes: 1 addition & 1 deletion openstef/feature_engineering/lag_features.py
Original file line number Diff line number Diff line change
Expand Up @@ -108,7 +108,7 @@ def generate_trivial_lag_features(horizon: float) -> tuple[list, list]:
- List of days lags that were used as features during training.
"""
mindays = int(np.ceil(horizon / 24))
mindays = min(int(np.ceil(horizon / 24)), 15)
lag_time_days_list = list(np.linspace(mindays, 14, 15 - mindays))

# Make list of trivial lag times
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