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business-science / modeltime.gluonts

GluonTS Deep Learning with Modeltime
https://business-science.github.io/modeltime.gluonts/
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Feature request: adding the likelihood parameter to deep_ar #52

Open lg1000 opened 1 year ago

lg1000 commented 1 year ago

The current version of modeltime.gluonts, is lacking the likelihood parameter from AWS Sagemaker's DeepAR library.

Therefore, I currently do not know, how to change the underlying noise model.

Thanks and regards!