TFTS: Better handling of exogenous features
authorAllen Lavoie <allenl@google.com>
Fri, 9 Feb 2018 18:13:05 +0000 (10:13 -0800)
committerTensorFlower Gardener <gardener@tensorflow.org>
Fri, 9 Feb 2018 18:16:58 +0000 (10:16 -0800)
commit81b698d0dad88b0bb33af720247a3eba1d248e9d
tree3b2647c2558fcc02be393a2c57faea2031ffb572
parent5e6e691ba320fba71aec0a426ff6e5608ddcad1d
TFTS: Better handling of exogenous features

Adds (dummy) exogenous features to the LSTM model-building example, and adds some small methods needed to support that (fetching the shape of embedded exogenous features).

Also makes it more automatic to export a SavedModel with exogenous features (placeholder shapes will be inferred from the given FeatureColumns), which makes the LSTM example friendlier.

PiperOrigin-RevId: 185157085
tensorflow/contrib/timeseries/examples/data/multivariate_periods.csv
tensorflow/contrib/timeseries/examples/lstm.py
tensorflow/contrib/timeseries/python/timeseries/estimators.py
tensorflow/contrib/timeseries/python/timeseries/model.py
tensorflow/contrib/timeseries/python/timeseries/state_space_models/state_space_model_test.py