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Syed Umair Hassan

06/14/2023, 11:55 AM
Can a global model trained on data with a freq of 1 hour be used to predict a similar data but with a freq of 10 mints?
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Cristian (Nixtla)

06/14/2023, 1:14 PM
Hi @Syed Umair Hassan. This is still an open question, we are currently working on this problem as part of our research program (https://forecasters.org/programs/research-awards/iif-sas/). For now, I can say that it is mostly empirical. It might work in some cases and for some models, in particular if time series are "similar". We have a tutorial on transfer learning here: https://nixtla.github.io/neuralforecast/examples/transfer_learning.html. We would be happy to hear your results on transferring the model between frequencies 🙂
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