Tyler Blume
07/21/2023, 2:16 PMKin Gtz. Olivares
07/21/2023, 2:22 PMreturn_params
option:
https://nixtla.github.io/neuralforecast/losses.pytorch.html#distributionloss
https://nixtla.github.io/neuralforecast/losses.pytorch.html#gaussian-mixture-mesh-gmm
With the parameters as outputs, you can simulate the model output instead of only having a single forecast.
This is almost a generative model.Manuel
07/21/2023, 2:47 PMTyler Blume
07/21/2023, 2:50 PM