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DL backlog - model comparison
DL models backlog to be implemented:
name | TLDR | priority |
---|---|---|
Autoformer | current best $\mathcal{O}( N \log N)$ transformer. Long horizon forecasts | |
N-Beats | Uncommon net architecture. Beats es-rnn(M4 winner) on M4 | 🔥 |
N-Hits | N-Beats predecessor. Beats Autoformer. Long horizon forecasts | |
TFT | Interpretable time series forecasting. Transfromer bases. Probabilistic forecasts | 🥶 |
DeepAR | RNN based. Probabilistic forecasts | 🥶 |
NLinear | Beats Autoformer. Simple | 🔥 |
Vanilla Transformer | 🔥 | |
DeepTime | 🔥 |
Metrics
(There are few intersections or authors reused the same metrics from other papers without reproduced results)