gluonts
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Add GNNInf model
Description of changes: This pull request introduces the multivariate model from Multivariate Time Series Forecasting with Latent Graph Inference coded in Pytorch.
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Label: New feature
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
There's also a few complaints from flake8
, see the bottom of this log file
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- The print has been replaced by the proposed logger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 do you have some helpers for the PEMS and METR-LA datasets for gluonts? Thanks!