~I've run a NeuralForecast object with four models...
# neural-forecast
i
I've run a NeuralForecast object with four models:
AutoLSTM
,
AutoNHITS
,
AutoNBEATSx
and
AutoTFT
all using a loss function of
MQLoss(levels=[75, 80, 90, 95, 99])
.
AutoLSTM
,
AutoNHITS
produced the right columns, but
AutoNBEATSx
and
AutoTFT
produced columns and assumedly predictions for the following levels: [14900, 15900, 17900, 18900, 19700], but just the highs and not the lows. What's causing the issue? Are there only some models compatible with
MQLoss
?
Looks like I had used quantiles instead of levels for the latter models.
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