cchallu / n-hits

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Is backcast interpolated? #2

Open Guan-t7 opened 2 years ago

Guan-t7 commented 2 years ago

https://github.com/cchallu/n-hits/blob/4e929ed31e1d3ff5169b4aa0d3762a0040abb8db/src/models/nhits/nhits.py#L55-L68

https://github.com/cchallu/n-hits/blob/4e929ed31e1d3ff5169b4aa0d3762a0040abb8db/src/models/nhits/nhits.py#L263-L266

https://github.com/cchallu/n-hits/blob/4e929ed31e1d3ff5169b4aa0d3762a0040abb8db/src/models/nhits/nhits.py#L156-L157

According to these code blocks, It seems that Interpolation is used for synthesizing forecast only and the backcast is generated directly thru MLP. But Eq. 3 of your paper 3.3 states that forecast and backcast are interpolated in a similar way. Is there any reason behind this discrepency?

Thank you for your time!