business-science / modeltime.gluonts

GluonTS Deep Learning with Modeltime
https://business-science.github.io/modeltime.gluonts/
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Workaround for Refitting: Update gluonts model data #10

Open mdancho84 opened 3 years ago

mdancho84 commented 3 years ago

Attempt to create a function to allow us to skip refitting by updating the gluonts model data. This is the approach that gluonts uses to repeatedly backtest data. This method can (in theory) be used to apply existing models into the future without refitting.