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jdb78 / pytorch-forecasting

Time series forecasting with PyTorch
https://pytorch-forecasting.readthedocs.io/
MIT License
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TFT and N-beats questions #454

Open Erickurashi opened 3 years ago

Erickurashi commented 3 years ago

Thank you for sharing the code. I just started ML since this year, any suggestion would be helpful. image My data only has 2 columns: index and value.

  1. for TFT and N-beats, are they one step ahead prediction?
  2. TFT prediction gives me a straight line. image
  3. how could I implement lstm and deepar code from your code to colab notebook.

Thank you so much.

jdb78 commented 3 years ago

Could you share some code (particularly the dataset initialization)?

To your points:

  1. They are multi-step predictions, but of course you can choose to only go one step ahead
  2. Probably an issue with the dataset initialization
  3. Yes. You can. Pretty much by replacing the TFT with the RecurrentNetwork or DeepAR.