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Feat/time net model #2538

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@gdevos010 gdevos010 commented Sep 23, 2024 •
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Checklist before merging this PR:

  • Mentioned all issues that this PR fixes or addresses.
  • Summarized the updates of this PR under Summary.
  • Added an entry under Unreleased in the Changelog.

TODO

  • update doc strings
  • add tests
  • add proper attribution
  • add futures covariate support (this will probably need to be seperate MR)

Fixes #2537.

Summary

Adds the TimesNet mode based on this code
https://github.com/thuml/Time-Series-Library/blob/main/models/TimesNet.py

Other Information

Forecast_0_0 264_TimesNetModel_batch_size=16,hidden_size=128,num_layers=2,num_kernels=2,top_k=5,use_reversible_instance_norm=True

Forecast_0_1 786_TimesNetModel_batch_size=32,hidden_size=16,num_layers=3,num_kernels=4,top_k=5,use_reversible_instance_norm=True

@gdevos010 gdevos010 marked this pull request as draft September 23, 2024 03:45
@gdevos010 gdevos010 marked this pull request as ready for review September 25, 2024 18:35
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codecov bot commented Sep 25, 2024 •
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Codecov Report

Attention: Patch coverage is 95.19651% with 11 lines in your changes missing coverage. Please review.

Project coverage is 93.88%. Comparing base (6c3571d) to head (3e5b913).

Files with missing lines Patch % Lines
darts/models/forecasting/times_net_model.py 93.20% 7 Missing ⚠️
darts/models/components/embed.py 97.56% 3 Missing ⚠️
darts/models/__init__.py 66.66% 1 Missing ⚠️
Additional details and impacted files 
@@           Coverage Diff            @@
##           master    #2538    +/-   ##
========================================
  Coverage   93.88%   93.88%            
========================================
  Files         139      141     +2     
  Lines       14858    15073   +215     
========================================
+ Hits        13949    14152   +203     
- Misses        909      921    +12

☔ View full report in Codecov by Sentry.
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@gdevos010
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gdevos010 commented Sep 29, 2024 •
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@dennisbader This model is ready for review.

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@dennisbader dennisbader Awaiting requested review from dennisbader dennisbader is a code owner

@madtoinou madtoinou Awaiting requested review from madtoinou madtoinou is a code owner

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Add TimesNet model
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