A quick way to run Google's TiDE model
Project description
wavey
Wavey is a simple implementation of the Google TiDE model in the pytorch framework. TiDE takes in both categorical and continuous variables as well as a weight factor to help with time series models that depend on some weight for their ultimate scoring outcome.
InPuts
data: a pandas dataframe embedding_dims: the size/dimensions of the embedding layer (usually the square root of the number of unique values target_size: # of months to forecast out test_size: % of data to test model on random_state: integer for reproducibility
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