What can be max value for fcst_history?

[RajS999]

Well, the title says it all. But let me elaborate. I was trying out PatchTST notebook.
It sets fcst_history to 104. Is there any max value for fcst_history? and what will be implication of larger values?

[oguiza]

Hi @RajS999,
You can use any number of time steps as history. The implication is that Transformers (like PatchTST) require a lot of memory. And it grows quadratically. So if you double the fcst_history you'll require a much larger GPU memory to avoid OOM errors. You may also need to reduce the batch size. In any case, training will be slower, but it might be more accurate.