Simple tutorial for multi-target continuous features

sktime / pytorch-forecasting

Time series forecasting with PyTorch

https://pytorch-forecasting.readthedocs.io/

MIT License

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Simple tutorial for multi-target continuous features #708

Closed paapu88 closed 2 years ago

paapu88 commented 2 years ago

Dear developers,

I guess I have a very common task: using 7 continuous (float) features predict two of these in time.

It would be nice to have simple usage example/tutorial for other methods than Temporal Fusion Transformer (which gave me bad results for the problem above, probably due to my misunderstanding of the complicated tutorial tuned for a kaggle competition) and N-Beats (which cannot be used for multiple target problem).

Terveisin, Markus

paapu88 commented 2 years ago

Especially one for DeepAR would be nice.

paapu88 commented 2 years ago

Not very active folks here.