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facebookresearch / Kats

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.
MIT License
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Add Neural Prophet to the KATS metalearner #206

Closed nlaptev closed 2 years ago

nlaptev commented 2 years ago

Metalearner allows for auto picking of relevant forecasting models.

While NeuralProphet (https://github.com/ourownstory/neural_prophet) is part of KATS, it is currently not included as part of the metalearner.

The problem for this task is to incorporate NeuralProphet as part of KATS metalearner (https://github.com/facebookresearch/Kats/tree/main/kats/models/metalearner)

yangbk560 commented 2 years ago

Currenlty metalearner modules support neural prophet (but this model is not directly included as default models).