Happy holidays! Can you help me understand how to ...
# neural-forecast
Happy holidays! Can you help me understand how to use nbeats and nhits? as you can see, i have a time series and both models not recognizing the seasonalities. but the autoarima in Nixtla works well with the same data. here is the code for the two models. anything i need to change? #note: horizon = 12 month, it’s at the beginning of the month like ‘2022-02-01’ models = [NBEATS(input_size=2 * horizon, h=horizon, max_epochs=50), NHITS(input_size=2 * horizon, h=horizon, max_epochs=50)] nforecast = NeuralForecast(models=models, freq=‘MS’)
Hi @J T, The way that one can accomodate seasonalities in the NHITS model is through the
parameter. • In your case with monthly data you can try for example
. • It seems that the scale of your data might be challenging too, you might want to try the
to help the optimization of the network (even ReLU nonlinearities might struggle with very large signals). • You might want to train the network for a bit longer epochs.
@Kin Gtz. Olivares, thanks for advice. i have increase the epochs = 100, and added downsamples as you suggested. thing did changed afterwards. but still not close. may try scaler next. but seasonality is not included it the model, so far.
i check a post and it seems their nbeats not forecasting seasonality ups an downs either: https://pytorch-forecasting.readthedocs.io/en/stable/tutorials/ar.html
also, how to import AutoNHITS? from neuralforecast.models import AutoNHITS , AutoNBEATS does not work.
Copy code
from neuralforecast.auto import (
    AutoMLP, AutoNBEATS, 
    AutoRNN, AutoTCN, AutoDilatedRNN,
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I think that the scale might be challenging to the models. Can you try the Box-Cox transform, taking logarithms of your data and then training the network?