model support for EXIT: Extrapolation and Interpolation-based NCDEs

Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

https://nixtlaverse.nixtla.io/neuralforecast

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model support for EXIT: Extrapolation and Interpolation-based NCDEs #243

Closed boughtbot closed 2 years ago

boughtbot commented 2 years ago

Hi there, this is a wish: that you implement EXIT as a model for Neural Forecast

EXIT: Extrapolation and Interpolation-based Neural Controlled Differential Equations for Time-series Classification and Forecasting https://arxiv.org/abs/2204.08771

~ Thank you ~

cchallu commented 2 years ago

Thanks for the suggestion; we plan to add NCDEs in the future.