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Published 20 hours ago • verified publisher icon business-science

Roadmap - GluonTS Models

Open mdancho84 opened this issue 4 years ago • 6 comments

Core Algorithms

  • [x] DeepAR
  • [x] N-BEATS

More GluonTS Forecasting Models

  • [ ] DeepFactor
  • [x] DeepState (Follow #31)
  • [ ] Transformer
  • [ ] LSTNet
  • [x] GP Forecaster (Follow #29)
  • [ ] Seq2Seq Models
  • [ ] VAR models

Torch Implementations (GluonTS 0.8.0)

  • [x] DeepAR Torch (Follow #30)

mdancho84 avatar Dec 29 '20 22:12 mdancho84

The gluonts.model.deepstate package seems interesting with its mix of state space modeling and RNN.

Nicky9529 avatar May 06 '21 12:05 Nicky9529

@Nicky9529 will take a look at it. We are back on GluonTS improvements. Just added GP Forecaster, which is a nice algorithm.

mdancho84 avatar Jul 09 '21 23:07 mdancho84

@Nicky9529 DeepStateEstimator() is completed. References:

  • Documentation: https://business-science.github.io/modeltime.gluonts/reference/deep_state.html
  • GitHub Issue Tracking: #31

mdancho84 avatar Jul 14 '21 12:07 mdancho84

Hi Matt, any updates for deep factor model?

chenx2018 avatar Apr 05 '22 14:04 chenx2018

No progress - Not a priority for me at the moment, but if you want you can take a stab at it (I would love the help). Just follow what I did for other models, and create Deep Factor.

mdancho84 avatar Apr 05 '22 15:04 mdancho84

Got you. Yep, I can apply the model using Reticulate + Glonts together to train it. Hopelly we will get it in modetime ecosystem in the near future to make the whole process much easier to implement 😀.

chenx2018 avatar Apr 06 '22 00:04 chenx2018