neuralforecast
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Scalable and user friendly neural :brain: forecasting algorithms.
I used the tutorial to try fitting but I get an os error: Steps to reproduce the behavior: Paste the code from the doc and run locally I get this...
There are modules across Transformer-based architectures that would be convenient to homogenize and share. Modules include: - Gated Linear Units - Residual Attention and general Attention. - MLP encoders. -...
### What happened + What you expected to happen 1. **The Bug.** I have a training data frame of the following form ``` unique_id ds y 0 H1 1 1...
Add KAN model Benchmark of KAN on M3 and M4 dataset against MLP and NBEATS
### What happened + What you expected to happen Traceback (most recent call last): File "/data/anaconda3/envs/time_py/lib/python3.8/site-packages/streamlit/runtime/scriptrunner/script_runner.py", line 541, in _run_script exec(code, module.__dict__) File "/sdc/jky/llm_demo/pages/1_Training.py", line 90, in Y_hat_insample = nf.predict_insample(step_size=pred_len)...
# Rationale * Similar to the work of adding the support of an user-defined optimizer, now we can accept an user defined scheduler. This feature is asked in https://github.com/Nixtla/neuralforecast/issues/852#issuecomment-1961923861 and...
### What happened + What you expected to happen When I use PatchTST for stock price prediction, the following error occured in nf.predict(futr_df=y_test):There are missing combinations of ids and times...
### Description Link from "loss collection" on page https://nixtlaverse.nixtla.io/neuralforecast/models.nbeats.html does not work ### Link https://nixtlaverse.nixtla.io/neuralforecast/losses.pytorch.html
### Description Hello, I'm trying to use the NeuralForecast model, which works really well, Thanks a lot. But I've recently run into an issue where I can't use shap to...
### Description It would be great to have Conformal Prediction in NeuralForecast, similar to statsforecast and mlforecast. ### Use case _No response_