An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730
Apache License 2.0
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Can this model fit unbalanced panel data(more than one individual)? #104
I wanna use this model to forecast certain indicator(like the return or volatility of stocks). And my research focuses on individual stocks, so i wonder if this model is suitable for unbalanced “panel data“ ?
If not, how can i do with the code to make it work?
Thanks!
I wanna use this model to forecast certain indicator(like the return or volatility of stocks). And my research focuses on individual stocks, so i wonder if this model is suitable for unbalanced “panel data“ ? If not, how can i do with the code to make it work? Thanks!