Closed NielsRogge closed 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.
This PR:
cardinality
andembedding_dimension
fromTransformerTempFlow
, because currently the model is initialized to get it, although it doesn't use it. So removing these avoids confusion.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?