Nixtla / neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.
https://nixtlaverse.nixtla.io/neuralforecast
Apache License 2.0
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[FEAT] Add BiTCN model #958

Closed elephaint closed 5 months ago

elephaint commented 5 months ago

Disclaimer: I am the author of this model.

This PR adds BiTCN, a parameter efficient univariate forecasting model with exogenous capabilities based on two temporal convolutional networks. Performance is approximately the same as NHITS, at typically 2 orders of magnitude fewer parameters. Hence, in memory constrained settings this model may be useful for users (or, for example, when only CPU training is available). It also only has two hyperparameters (hidden_size and dropout), making it an easy to use model for our users.

Note: there are some changes with respect to the original implementation / paper, mostly for convenience of use in our library:

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