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12/06/2023, 3:30 PMCristian (Nixtla)
12/06/2023, 5:46 PMAuto
model have the input size as a multiplier of the horizon rather than seasonality. This is how the NBEATS and NHITS paper define it. But this are general rule of thumbs, it can be the case that for your application a longer input size will work better.Cristian (Nixtla)
12/06/2023, 5:48 PMFarzad E
12/06/2023, 6:21 PMCristian (Nixtla)
12/06/2023, 6:52 PMinput_size
will have the classic U-shape behaviour. There is a sweet-spot given the amount of data/architecture.Cristian (Nixtla)
12/06/2023, 6:55 PMinput_size
. For example calendar features and holidays dummies.Farzad E
12/06/2023, 7:08 PM