Olivier Sprangers
Olivier Sprangers
As of #277, #284 and #281 a number of sparse methods are available as a separate method, using a small wrapper around the base reconciliation class. Agree that it maybe...
This could be a worthwile addition, also for MinT-shrink, where we could have users choose the shrunk covariance estimator, e.g. based on Sklearn's covariance estimators.
The original paper doesn't seem to support exogenous features. Upon learning this I don't see a reason to support this. Note that it's not easy to include exogenous - it...
Not sure specifically which statements you are referring to - can you cite them explicitly and point them out (timestamp) in the video?
Hi, just wanted to follow up on this. Do you have any questions that we can answer? I think there have been many attempts at Transformers for time series, some...
> > Hi, just wanted to follow up on this. Do you have any questions that we can answer? > > I think there have been many attempts at Transformers...
> as I wrote above 2 weeks ago "main question is about accuracy" > > may you explain your statement that transformers performance are bad > > per your video...
Thanks for reporting!
Hi, thanks for reporting. Is the only difference in your code the model you chose?
Thanks for asking, I'm trying to figure this out!