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zhykoties / TimeSeries

Implementation of deep learning models for time series in PyTorch.
Apache License 2.0
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Some confusion about calculate distribution_mu&sigma #7

Closed chenjw505 closed 3 years ago

chenjw505 commented 4 years ago

first，thanks for ur code！it‘s very helpful! in your code， when your calculate the mu&sigma use the h from all three layers。 image

but in the deepar paper calculate the mu&sigma use the h from the last layers 。

image

which one is better？

zhykoties commented 4 years ago

I haven't compared, but I guess it should be straightforward to implement DeepAR's original architecture.