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Pytorch-forecasting nets -> TSDataset 2.0 #964

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alex-hse-repository opened this issue Sep 27, 2022 · 0 comments
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Pytorch-forecasting nets -> TSDataset 2.0 #964

alex-hse-repository opened this issue Sep 27, 2022 · 0 comments
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enhancement New feature or request
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alex-hse-repository commented Sep 27, 2022

🚀 Feature Request

Pytorch-forecasting nets requires PytorchForecastingTransform to be the last transform in TSDataset.transforms attribute, however since #956 we do not store the transforms inside the dataset.

Proposal

  1. Improve DeepARModel, TFTModel, PytorchForecastingTransform
  • (Ideas from Martin)
  1. Improve tests for them and remove files with test from here
  2. Improve tests with xfail mark, which uses PytorchForecastingTransform

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