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NBEATS forward is returning all-nan forecasts
The forward method from the NBEATS model (https://github.com/Nixtla/nixtlats/blob/a3c7442a4c16c255685e158c9347d045f87ffa3b/nixtlats/models/nbeats/nbeats.py#L402) is returning all-nan forecast tensors. The real issue comes from the forecast method (https://github.com/Nixtla/nixtlats/blob/a3c7442a4c16c255685e158c9347d045f87ffa3b/nixtlats/models/nbeats/nbeats.py#L431) when the argument return_decomposition is set to False. (https://github.com/Nixtla/nixtlats/blob/a3c7442a4c16c255685e158c9347d045f87ffa3b/nixtlats/models/nbeats/nbeats.py#L424)
This issue has only been detected when using MASE Loss as the training loss function.
@all-contributors please add @alejandroxag for code