N-BEATS is a neural-network based model for univariate timeseries forecasting.
The notebooks directory contains a notebook per experiment with the final scores.
We also included the results for 10 times smaller ensembles,
you can see that the difference is not significant.
Note: This is a "lighter" version of original N-BEATS which performs slightly different,
sometimes better sometimes worse but overall on the same SOTA level.
If you use N-BEATS in any context, please cite the following paper:
@inproceedings{
Oreshkin2020:N-BEATS,
title={{N-BEATS}: Neural basis expansion analysis for interpretable time series forecasting},
author={Boris N. Oreshkin and Dmitri Carpov and Nicolas Chapados and Yoshua Bengio},
booktitle={International Conference on Learning Representations},
year={2020},
url={https://openreview.net/forum?id=r1ecqn4YwB}
}
This is a collaborative work between Element AI and Mila. Please cite the paper if you use this model or the code.