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Target Transformation in ML_Forecast class not working (workaround solution included) #32

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@nisargvp

I tried making the target stationary to account for extrapolation issues with tree-based models but encountered a frequency inference error and had to manually set a frequency of "30min".
 

y = self.target_transformer.fit_transform(y)

Issue is with regards to frequency not being inferred from the target (not sure of the reason why?). I overrode it by modifying the code as such: y = self.target_transformer.fit_transform(y.asfreq('30min'))

Can you suggest a better way to debug this (may be there is an issue with the data itself?) and help me with a reason of why this might happening?

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