Phil
08/03/2023, 8:43 PMsCRPS
with quantiles = [0.95] with a HINT class. My hope is that reconciling the distributions across the hierarchy might result in better estimates of the 95th quantiles.
2. Since the 95th quantiles themselves can't be reconciled. i.e. the sum of the 95th quantiles of the bottom nodes is not equal to the 95th quantile of the parent nodes. Am I better off getting rid of the HINT layer altogether?
3. Can anyone provide a heuristic guide to tuning NHITS? I want to get a feel for the hyper-parameter space before I use Ray to fine tune a model?Kin Gtz. Olivares
08/04/2023, 1:24 PMPhil
08/04/2023, 7:54 PMKin Gtz. Olivares
08/05/2023, 4:41 PMNasreddine D
08/07/2023, 9:22 AMKin Gtz. Olivares
08/07/2023, 12:57 PMPhil
08/07/2023, 9:15 PM