zalandoresearch / pytorch-ts

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
MIT License
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Add support for dynamic real features to tempflow #51

Closed NielsRogge closed 3 years ago

NielsRogge commented 3 years ago

This PR:

Is it correct that static features are not useful for multivariate models like TransformerTempFlow and TimeGrad (as there is only a single time series, and no distinction is made between individual time series)? Or can these models still learn feature embeddings for each individual time series?

kashif commented 3 years ago

@NielsRogge thanks! So yes regarding your questions... if there would be static features (i.e. when you have many multivariate time series and want to train a global model on those then yes features could help). So yes I think there is no point in having say embedding for individual time series... it will just not change those embeddings and just bloat the model.