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Add GNNInf model

Open vgsatorras opened this issue 2 years ago • 4 comments

Description of changes: This pull request introduces the multivariate model from Multivariate Time Series Forecasting with Latent Graph Inference coded in Pytorch.

By submitting this pull request, I confirm that you can use, modify, copy, and redistribute this contribution, under the terms of your choice.

Label: New feature

vgsatorras avatar Mar 16 '22 21:03 vgsatorras

Make sure to install black==22.1.0 and to run

black src test

before committing your code, so that it takes care of some styling issues

lostella avatar Mar 18 '22 11:03 lostella

There's also a few complaints from flake8, see the bottom of this log file

lostella avatar Mar 18 '22 11:03 lostella

Hi Lorenzo, thank you for the feedback.

I have made the proposed changes:

  • Now GNNInfEstimator inherits from Estimator.
  • The print has been replaced by the proposed logger
  • The style now follows the formats from black and flake8.

Feel free to let me know if further modifications are required.

Best, Victor

vgsatorras avatar Mar 21 '22 14:03 vgsatorras

@vgsatorras do you have some helpers for the PEMS and METR-LA datasets for gluonts? Thanks!

kashif avatar Jun 06 '22 13:06 kashif