-
Notifications
You must be signed in to change notification settings - Fork 251
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Adding support for NPTS and Seasonal NPTS #760
Labels
Comments
@jmoralez I was wondering if Nixtla might consider adding NPTS and seasonal NPTS as baseline models ? |
@jmoralez I have a working implementation of DeepNPTS in NeuralForecast already, happy to pick this one up. |
@elephaint Thanks you I'll give it a try :) |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Description
It would be useful to add the Non-Parametric Time Series forecaster (NPTS) and seasonal NPTS as baseline methods (example : https://docs.aws.amazon.com/forecast/latest/dg/aws-forecast-recipe-npts.html). You can find the paper here (https://arxiv.org/pdf/2312.14657.pdf) and the models are included in GluonTS. NPTS is a strong baseline.
Use case
No response
The text was updated successfully, but these errors were encountered: