Multivariate Target Dim errors about pytorch-ts

[kashif]

@lorrp1 so the issue is I think you need to have a multivariate dataset for the multivariate methods, i.e. the target has to be a 2-dim array of time and variates with the one-dim flag set to False...

Also note that normalizing flows work best when you have high dim multivariate time series and not just 2 as in your case...

[lorrp1]

but is not this already a multivariate dataset?
@kashif

training_data1 = ListDataset(
    [{"start":pd.Timestamp(2017, 1, 1, 12) , "target":df.AAPL[:train]},
     {"start":pd.Timestamp(2017, 1, 1, 12) , "target":df.AMZN[:train]}
    ],
    one_dim_target=False,
    freq = "min"
)

i cant find example with this kind of data (using multivariate from csv) either here or gluons, all the example use -pre made dataset with metadata unlike im trying here.
i have tried with 5 variates but the result is the same.

[kashif]

so @lorrp1 you want in your example above a single time series with "target": np.stack( APP , AMZN ) if that makes sense... which is what the mutivariate grouper is doing...

what you have above is essentially two univariate time series...