Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
Apache License 2.0
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Make MOMENT aware of insample mask, and freeze params #1014

Closed mononitogoswami closed 1 month ago

mononitogoswami commented 1 month ago

This commit: (1) add parameters to freeze MOMENT weights. By default all parameters except that of the forecasting head are frozen, and (2) makes MOMENT aware of insample_mask, such that it does not attend to padding time steps

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