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Time series forecasting with PyTorch

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Hi everyone, I believe it would be nice to clarify how to use `weight` in the `TimeSeriesDataSet` parameters. I guess it is used to weight the output sequences and therefore...

- PyTorch-Forecasting version: 0.10.1 - PyTorch version:1.11.0 - Python version:3.7.9 - Operating System:WIN10 ### Expected behavior Hello everyone, i'm trying to use the DeepAR algorithm implemented in pytorch-forecasting to make...

Hello, I have more of a question than an issue. I am trying to extract feature explanations for each prediction using shap values, but am running into challenges with the...

1- In the DeepAR model with negativebinomial loss, is there any way to obtain the two parameters n and p of the nbinom distribution when predicting over a val_dataloader?? I...

- PyTorch-Forecasting version: 0.10.1 - PyTorch version: 1.10.0+cu111 - Python version: 3.7.13 - Operating System: Ubuntu 18.04.5 LTS ### Expected behavior I am currently fitting my TFT model and it...

- PyTorch-Forecasting version: 0.9.2 - PyTorch version: 1.10.1 - Python version: 3.8.12 - Operating System: macOS Monterey 12.1 ### Expected behavior Following the tutorial, I tried creating a TFT with...

- PyTorch-Forecasting version: 0.8.4 - PyTorch version: 1.7.1+cu110 - Python version: 3.6.8 - Operating System: Windows I tried to fit TFT model with univariate signal, no covariates at all, and...

question

PyTorch-Forecasting version: 0.8.5 The original DeepAR paper (https://arxiv.org/abs/1704.04110) proposes the following forecasting framework where `x` is known future covariates, `\hat z` is previous forecasted value. From my point of view,...

documentation

Hey, I would like to thank you for this amazing package! My issue actually is not an bug/issue, maybe you can label this issue as a question. Can you please...

- PyTorch-Forecasting version: 0.9.2 - PyTorch version: 1.10.0 - Python version: 3.9.7 - Operating System: Ubuntu ### Expected behavior I tried to use the N-beats tutorial to do some forecasting....