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Hello,
I would like to know if there is some feature function on gluonts which can be used to include recursive lagged rolling mean into DeepAR estimator ? Something like `lags_seq` parameters ?
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I am comparing my results with all the methods and when I use NPTS predictor as
````python
from gluonts.model.npts import NPTSEstimator
from gluonts.trainer import Trainer
from gluonts.model.np…
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In https://github.com/QuantConnect/Lean/issues/4930 I already flagged that a docker image can not be build out of the box. I now have managed to do so by moving some packages from conda to pip for ins…
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**Describe the bug**
Upgraded `pip` to the v20.1 fails to install GluonTS. Need to [remove `enum34`](https://github.com/iterative/dvc/issues/1995) from conda envs.
**To reproduce**
```
python …
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Reference: 0413477381
The Gluon toolkits (GluonCV, GluonNLP, GluonTS) are the essential constituents of the MXNet ecosystem. Being a container for MXNet, and given that even packages outside of the…
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Reference: 0413477381
The Gluon toolkits (GluonCV, GluonNLP, GluonTS) are the essential constituents of the MXNet ecosystem. Being a container for MXNet, and given that even packages outside of the…
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Continuing the discussion started as a part of [#872](https://github.com/awslabs/gluon-ts/issues/872) regarding the experienced performance degradation of NegativeBinomialOutput (NB) with DeepAR after…
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When I am trying to use ARIMA using RForecastPredictor,it is throwing error.
```python
from gluonts.model.r_forecast import RForecastPredictor
predictor=RForecastPredictor(
freq='H',
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**Describe the bug**
The `mxnet_p36` env seems to enforce `pandas==0.24` somehow which makes using [awslabs/gluonts](https://github.com/awslabs/gluon-ts) (pip installed from **master**) to fail (with…
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Q1.
Hi, I'm looking for processing NaN value in your DeepAR code.
Can you let me know the mechanism or location of code?
Q2.
What is lags_seq in DeepAR? I cannot find details in DeepAR paper.
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