ServiceNow / N-BEATS

N-BEATS is a neural-network based model for univariate timeseries forecasting. N-BEATS is a ServiceNow Research project that was started at Element AI.
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Questions about the MASE. #19

Open zezhishao opened 9 months ago

zezhishao commented 9 months ago

In the MASE, I find that the shapes of in_sample, out_sample, and forecasting should be time_o or time_in, instead of batch, time_i/o. Moreover, does the MASE follow the formulation in Section 2 of the paper? The current implementation seems utilize all historical data (instead of the data from 1~T), and the denominator in current implementation does not include future data, i.e. data from T~T+H?