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

n_freq_downsample

parameter. • In your case with monthly data you can try for example

n_freq_downsample=[6,3,1]

. • It seems that the scale of your data might be challenging too, you might want to try the

scaler_type='norm'

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.