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huggingface / blog

Public repo for HF blog posts
https://hf.co/blog
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Any extension planned to simultaneous multiple time series forecasting? #1523

Open catubc opened 9 months ago

catubc commented 9 months ago

Hello

This is an amazing package, thanks so much.

We have datasets that have > 1 time series that we'd like to building models from. For example, instead of 1D input [t0, t1, ...tn], we have [[t0,t1,...tn], [k0, k1, ... kn]]

Is there any extension planned for this? For clarity, the time series interact in very complex ways that are hard to disentangle - and we're hoping NNs can extract some of that structure for us.

We're also happy to contribute to making this happen - just need a bit of help/direction.

Thanks so much, catubc

kashif commented 7 months ago

@catubc I believe as in the time series blog posts, the datasets are a collection of time-series and a single shared model is trained over them...