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timeseriesAI / tsai

Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
https://timeseriesai.github.io/tsai/
Apache License 2.0
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RevIN method in TSAI #637

Closed gitusrnm closed 1 year ago

gitusrnm commented 1 year ago

Hi @oguiza, any chance of having RevIN in TSAI anytime soon? Thanks!!! https://github.com/ts-kim/RevIN

oguiza commented 1 year ago

Thanks for raising this @gitusrnm . I hadn't seen the paper before. It looks pretty straightforward, and seems to improve forecasting performance significantly. I'll certainly add a RevIN layer to tsai soon. I'll test it in some of the models in the library to see how it could be integrated.

oguiza commented 1 year ago

The RevIN layer has already been added to tsai. It's already available if you install it from GitHub. Otherwise, it'll be available in the next pip release.