deepar

deepar copied to clipboard

The class for generating [TimeSeries](https://github.com/arrigonialberto86/deepar/blob/master/deepar/dataset/time_series.py) data fails when using DeepAR because it lacks the 'dimension' attribute.

josemanuel22

I've got this question: the code assumes different parameters in the final dense layer to produce the parameters of the Gaussian distribution in the multivariate case. But what I understand...

cserpell

Hello, I have some questions about the loss function of the Gaussian distribution

2

The loss function of the Gaussian distribution given in the code is as follows: ```python tf.reduce_mean(0.5*tf.math.log(sigma) + 0.5*tf.math.truediv(tf.math.square(y_true - y_pred), sigma)) + 1e-6 + 6 ``` I think it can...

SPOREIII

There are at least two significant issues in this implementation. Until they are fixed, don't use this repo unless you really know what you are doing. These issues are: 1-Normalization...

ozanozyegen

Hi, there is no example / documentation if we want to try your deepar implementation on a new custom time series. deepar_ts = TimeSeries(pandas_df = df) does not seems to...

CoteDave

great implementation, easy to understand. yet the prediction is made on the training set. I need to predict on testing set, making the decoder part, where the output from one...

dinasamak

Hello, Am interest to discuss for addon features. Do you have some possible contact ? Thanks

arita37

What is the gamma function you have used to implement NBL likelihood ?

shamanez