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DL backlog - model comparison

Open martins0n opened this issue 2 years ago • 0 comments

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)

martins0n avatar Aug 15 '22 15:08 martins0n