Chapter 08 : 01-Forecasting with ML about modern-time-series-forecasting-with-python HOT 2 OPEN

May be a pandas version issue.. as an easy fix you can just wrap line #153 in ml_forecasting.py:153, in FeatureConfig.get_X_y(self, df, categorical, exogenous) with a list

df.loc[:, set(feature_list + self.index_cols)]

to

df.loc[:, list(set(feature_list + self.index_cols))]

from modern-time-series-forecasting-with-python.

1. go to src\forecasting\ml_forcasting.py
2. change the code line # 153 as mentioned by @manujosephv
3. df.loc[:, set(feature_list + self.index_cols)]
   to
   df.loc[:, list(set(feature_list + self.index_cols))]

It will work fine.

from modern-time-series-forecasting-with-python.