Open wangyueer97 opened 3 years ago
Hi. It looks like you are not providing any external features. There is also no obvious pattern which could be learned ( compared to f.e. electricity dataset) therefore the forecasts are not as good as you might have hoped for. There are two things you could try. First adding external features and second use another estimator (f.e. DeepState which is able to learn latent patterns).
Hi, I'm using deepar for my dataset. But the results I got are rather frustrating. I'm confused why the width of the prediction intervals are so narrow, and it can not cover the observed values well. Increasing the training epochs doesn't bring a better result.
![3(with scaling)](https://user-images.githubusercontent.com/57401330/104981554-c935ff80-5a43-11eb-800a-b0cb558289e4.png)
I attach my code, dataset for reproduction.
dataset: dataset.zip