unique_id | ds | y | |
---|---|---|---|
132 | 1.0 | 1960-01-31 | 417.0 |
133 | 1.0 | 1960-02-29 | 391.0 |
134 | 1.0 | 1960-03-31 | 419.0 |
135 | 1.0 | 1960-04-30 | 461.0 |
136 | 1.0 | 1960-05-31 | 472.0 |
137 | 1.0 | 1960-06-30 | 535.0 |
138 | 1.0 | 1960-07-31 | 622.0 |
139 | 1.0 | 1960-08-31 | 606.0 |
140 | 1.0 | 1960-09-30 | 508.0 |
141 | 1.0 | 1960-10-31 | 461.0 |
142 | 1.0 | 1960-11-30 | 390.0 |
143 | 1.0 | 1960-12-31 | 432.0 |
dropout_prob_theta
parameter.
NeuralForecast.fit
method you can train a set of models to your dataset. You can define the
forecasting horizon
(12 in this example), and modify the
hyperparameters of the model. For example, for the
NHITS
we changed the default hidden size for both encoder and decoders.
See the
NHITS
and
MLP
model
documentation.
unique_id | ds | Huber-median | Huber-lo-80 | Huber-lo-50 | Huber-hi-50 | Huber-hi-80 | Normal | Normal-median | Normal-lo-80 | Normal-lo-50 | Normal-hi-50 | Normal-hi-80 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
0 | 1.0 | 1960-01-31 | 412.738525 | 401.058044 | 406.131958 | 420.779266 | 432.124268 | 406.459717 | 416.787842 | -124.278656 | 135.413223 | 680.997070 | 904.871765 |
1 | 1.0 | 1960-02-29 | 403.913544 | 384.403534 | 391.904419 | 420.288208 | 469.040375 | 399.827148 | 418.305725 | -137.291870 | 103.988327 | 661.940430 | 946.699219 |
2 | 1.0 | 1960-03-31 | 472.311523 | 446.644531 | 460.767334 | 486.710999 | 512.552979 | 380.263947 | 378.253998 | -105.411003 | 117.415565 | 647.887695 | 883.611633 |
3 | 1.0 | 1960-04-30 | 460.996674 | 444.471039 | 452.971802 | 467.544189 | 480.843903 | 432.131378 | 442.395844 | -104.205200 | 135.457123 | 729.306885 | 974.661743 |
4 | 1.0 | 1960-05-31 | 465.534790 | 452.048889 | 457.472626 | 476.141022 | 490.311005 | 417.186279 | 417.956543 | -117.399597 | 150.915833 | 692.936523 | 930.934814 |
5 | 1.0 | 1960-06-30 | 538.116028 | 518.049866 | 527.238159 | 551.501709 | 563.818848 | 444.510834 | 440.168396 | -54.501572 | 189.301392 | 703.502014 | 946.068909 |
6 | 1.0 | 1960-07-31 | 613.937866 | 581.048035 | 597.368408 | 629.111450 | 645.550659 | 423.707275 | 431.251526 | -97.069489 | 164.821259 | 687.764526 | 942.432251 |
7 | 1.0 | 1960-08-31 | 616.188660 | 581.982300 | 599.544128 | 632.137512 | 643.219543 | 386.655823 | 383.755157 | -134.702011 | 139.954285 | 658.973022 | 897.393494 |
8 | 1.0 | 1960-09-30 | 537.559143 | 513.477478 | 526.664856 | 551.563293 | 573.146667 | 388.874817 | 379.827057 | -139.859344 | 110.772484 | 673.086182 | 926.355774 |
9 | 1.0 | 1960-10-31 | 471.107605 | 449.207916 | 459.288025 | 486.402985 | 515.082458 | 401.483643 | 412.114990 | -185.928085 | 95.805717 | 703.490784 | 970.837830 |
10 | 1.0 | 1960-11-30 | 412.758423 | 389.203308 | 398.727295 | 431.723602 | 451.208588 | 425.829895 | 425.018799 | -172.022018 | 108.840889 | 723.424011 | 1035.656128 |
11 | 1.0 | 1960-12-31 | 457.254761 | 438.565582 | 446.097168 | 468.809296 | 483.967865 | 406.916595 | 399.852051 | -199.963684 | 110.715050 | 729.735107 | 951.728577 |
NHITS-Huber
and NHITS-Normal
forecasters.
metric | Huber | Normal | |
---|---|---|---|
0 | mape | 0.034726 | 0.140207 |
1 | mqloss | 5.511535 | 61.891651 |