Capabilities
Optimization Objectives
NeuralForecast is a highly modular framework capable of augmenting a
wide variety of robust neural network architectures with different point
or probability outputs as defined by their optimization objectives.
Point losses
| Scale-Dependent | Percentage-Errors | Scale-Independent | Robust |
|---|---|---|---|
| MAE | MAPE | MASE | Huber |
| MSE | sMAPE | Tukey | |
| RMSE | HuberMQLoss |
Probabilistic losses
| Parametric Probabilities | Non-Parametric Probabilities |
|---|---|
| Normal | QuantileLoss |
| StudenT | MQLoss |
| Poisson | HuberQLoss |
| Negative Binomial | HuberMQLoss |
| Tweedie | IQLoss |
| PMM | HuberIQLoss |
| GMM | ISQF |
| NBMM |