Skip to content
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

[FEAT] TiDE model #971

Merged
merged 10 commits into from
May 6, 2024
Merged

[FEAT] TiDE model #971

merged 10 commits into from
May 6, 2024

Conversation

elephaint
Copy link
Contributor

@elephaint elephaint commented Apr 15, 2024

Adds TiDE model.

Note:

  • This implementation does not include a revin transformation explicitly (so users should do it via scaler_type='revin').
  • No categorical embeddings.

@elephaint elephaint linked an issue Apr 15, 2024 that may be closed by this pull request
Copy link

Check out this pull request on  ReviewNB

See visual diffs & provide feedback on Jupyter Notebooks.


Powered by ReviewNB

@cchallu
Copy link
Contributor

cchallu commented Apr 16, 2024

We are missing adding TiDE to the automatic evaluation in test-model-performance.

This should be added in the action_files folder, concretely: https://github.com/Nixtla/neuralforecast/blob/main/action_files/test_models/src/models.py and https://github.com/Nixtla/neuralforecast/blob/main/action_files/test_models/src/evaluation.py

@cchallu cchallu self-requested a review April 16, 2024 18:40
@elephaint
Copy link
Contributor Author

We are missing adding TiDE to the automatic evaluation in test-model-performance.

This should be added in the action_files folder, concretely: https://github.com/Nixtla/neuralforecast/blob/main/action_files/test_models/src/models.py and https://github.com/Nixtla/neuralforecast/blob/main/action_files/test_models/src/evaluation.py

@cchallu A lot of models are missing those scripts, and most models seem to be unused in models.py. Shouldn't all the models be included in the models list in models.py and evaluation.py? (because then I will make that change too)

@cchallu
Copy link
Contributor

cchallu commented Apr 19, 2024

Sorry, I forgot to mention. The idea is to have all univariate models in this evaluation, and we should include them at the moment of creating the model to assess their performance and detect potential bugs.

We should then have a separate script for multivariate models on a different dataset tailored for multivariate forecasting, like Ettm2.

B

@elephaint
Copy link
Contributor Author

Sorry, I forgot to mention. The idea is to have all univariate models in this evaluation, and we should include them at the moment of creating the model to assess their performance and detect potential bugs.

We should then have a separate script for multivariate models on a different dataset tailored for multivariate forecasting, like Ettm2.

B

Ok, added BiTCN and TiDE to the script, so it should be ok for this PR then.

@elephaint elephaint enabled auto-merge (squash) April 22, 2024 08:07
@elephaint elephaint linked an issue Apr 22, 2024 that may be closed by this pull request
@elephaint elephaint mentioned this pull request May 6, 2024
@elephaint elephaint merged commit 2bde2dd into main May 6, 2024
17 checks passed
@elephaint elephaint deleted the 970-implementing-tide-in-neuralforecast branch May 6, 2024 17:21
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
Projects
None yet
Development

Successfully merging this pull request may close these issues.

Implementing TIDE in neuralforecast Is there any plan to put TiDE algorithm into neuralforecast
2 participants