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Mads Jensen

01/04/2023, 6:56 PM
Hi. I am new to the neural-forecast package, so I am sorry if I missed it somewhere. Is there a way to set assumption about seasonality for the AutoNHITS? Would it be “n_harmonic” set in the config object passed?
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Kin Gtz. Olivares

01/04/2023, 7:01 PM
Hi @Mads Jensen, Sends for using the library hope it gives you service. The
n_harmonic
parameter is particular to the NBEATS model as it controls the sines/cosines space of the seasonality projections. We explain it in page 7 of the NBEATSx paper: https://arxiv.org/pdf/2104.05522.pdf The NHITS model specializes over frequencies based on the
n_freq_downsample
.
You can find here an example of the NHITS' decompositon through frequencies: https://github.com/Nixtla/neuralforecast/blob/main/nbs/models.nhits.ipynb
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Mads Jensen

01/04/2023, 7:25 PM
Great thanks and for the swift reply. I will try it.