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Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
Apache License 2.0
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DeepTime #413

Open waudinio27 opened 1 year ago

waudinio27 commented 1 year ago

Dear Team,

could the team add DeepTime from salesforce to neuralforecast? It would be a good addition to the current models.

https://arxiv.org/pdf/2207.06046.pdf

Thanks and greetings :-D

kdgutier commented 1 year ago

Hi @waudinio27,

Thanks for the suggestion and pointer. Do you have a reference to the source code so that we can take a look?

waudinio27 commented 1 year ago

https://github.com/salesforce/DeepTime

waudinio27 commented 1 year ago

I am so exited about N-BEATS and N-HiTS here already, but a state space like model with neural net will hit the nail on the head!