Merging latest code from Toby branch

MSRDL / Deep4Cast

Probabilistic Multivariate Time Series Forecast using Deep Learning

BSD 3-Clause "New" or "Revised" License

94 stars 22 forks source link

Merging latest code from Toby branch #48

Closed bischtob closed 6 years ago

bischtob commented 6 years ago

We have a complete reworking of the codebase. Including heteroscedastic losses and new evaluation metrics. Temporal Cross-validation is included and tested as well. Tutorials are clean and reworked.

austingross commented 6 years ago

Also, you removed deep4cast.py, you should add that back.

austingross commented 6 years ago

You've cited many sources in the code, we should modify the README to include a citation section.

bischtob commented 6 years ago

Will address the issues.