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jdb78 / pytorch-forecasting

Time series forecasting with PyTorch
https://pytorch-forecasting.readthedocs.io/
MIT License
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[Suggestion] NBEATS modification for covariate datasets: NBEATSx was released #471

Open pnmartinez opened 3 years ago

pnmartinez commented 3 years ago

Hi @jdb78 ,

Some days ago, a paper introducing "NBEATSx", a covariate-ready NBEATS was released (https://arxiv.org/abs/2104.05522).

The authors have published the implementation here: https://github.com/cchallu/nbeatsx.

I think it is something that you should definitely have in your radar, and maybe over time add it to the framework.

Cheers!

jdb78 commented 3 years ago

Excellent :) Think we should get this into the repo. Do you want to give the PR a stab?

pnmartinez commented 3 years ago

Hi Jan,

Same as in the other issue: throughout the week I'll take some time to open the PR.

Cheers!

De: Jan Beitner @.> Enviado: jueves, 29 de abril de 2021 13:30 Para: jdb78/pytorch-forecasting @.> Cc: Pablo @.>; Author @.> Asunto: Re: [jdb78/pytorch-forecasting] [Suggestion] NBEATS modification for covariate datasets: NBEATSx was released (#471)

Excellent :) Think we should get this into the repo. Do you want to give the PR a stab?

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enertel commented 2 years ago

Did this ever get in? We've done some work on using NBEATSx internally (forked from the paper's repo) and will be bringing in lightning-flash soon which uses pytorch-forecasting under the hood. Might be a good opportunity to replace the existing NBEATS backbone.