objective parameter absent in the tsforecast()

Nixtla / nixtla

TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.

https://docs.nixtla.io

Other

1.91k stars 151 forks source link

objective parameter absent in the tsforecast() #51

Closed iamyihwa closed 9 months ago

iamyihwa commented 1 year ago

Hi, I am checking to see if objective function can enter as parameter in any of the models (in neuralforecast I could see, but not in other ones. )

In this example, there is objective parameter (objective = 'tweedie') for the tsforecast() source

However couldn't find it in the actual implementation. link

Just wondering ways to scale different models and weather one can specify different loss functions at this level ..

AzulGarza commented 9 months ago

Hey! Closing this PR since this was related to a previous repo version. Now, the repo contains the python SDK to access TimeGPT. :)