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JoaquinAmatRodrigo / skforecast

Time series forecasting with machine learning models
https://skforecast.org
BSD 3-Clause "New" or "Revised" License
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grid_search_forecaster_multiseries and ForecasterRnn #712

Closed AVPokrovsky closed 2 weeks ago

AVPokrovsky commented 2 weeks ago

Hi, it seems grid_search_forecaster_multiseries does not work with ForecasterRnn. Is it correct?

JoaquinAmatRodrigo commented 2 weeks ago

@FernandoCarazoMelo

FernandoCarazoMelo commented 2 weeks ago

@AVPokrovsky, You are right. We have not included it because the parameter optimization of a neural network is complex. It doesn't only require grid search, but also changes in the architecture.

It should be done by calling the create_and_compile_model function multiple times.

AVPokrovsky commented 2 weeks ago

Ok