zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
MIT License
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Short Context Lengths Lead to Low Performance #119

Open hdeep03 opened 1 year ago

hdeep03 commented 1 year ago

Using context lengths of 7 or less lead to poor performance on a medical timeseries dataset. Is there a minimum context_length for DeepVAR below which one wouldn't recommend using the model?