infer_freq for training only on particular days

[ajithkjajith]

Hi,

I want to train my dataset only for the particular day of the week (like Wed, thr only). But the chronos expect to have frequency between the samples. How can we tackle this issue?

[shchur]

You can resample the data to daily frequency and replace the missing values with NaNs

df = df.set_index('timestamp').groupby('item_id').resample('D')['target'].asfreq().reset_index()