Hey @Aditya Limaye,
Thanks for using NeuralForecast, hope it gives you service.
Your intuitions are correct regarding the downsampling hyperparameter and its effect on modelling different frequencies.
Here is an example of the effects of the parameter: https://nixtla.github.io/neuralforecast/examples/signal_decomposition.html
a
Aditya Limaye
06/15/2023, 4:38 PM
very cool, thank you for pointing me to this!
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Manuel
06/18/2023, 7:35 PM
@Kin Gtz. Olivares So for weekly data with yearly seasonality, can it make sense to use [52, 1]?
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Kin Gtz. Olivares
06/19/2023, 12:26 PM
Using [52,1] males sense.
Although that configuration is not deep for which you will have a very parsimonious model.
I would keep the exploration space wide including the depth of the network.