/my-forecasting-toolkit

My implementations of N-BEATS and TCN models

Primary LanguageJupyter Notebook

my-forecasting-toolkit

This repo holds my implementations of two deep forecasting methods (TCN, and N-BEATS), and their performance comparisons againts XgBoost, Prophet, ES, ARIMA, and naive methods on M3 competition and Energy demand datasets. In addition, some time series specific EDA present in avocado and energy demand notebooks. Both models show parallel results to the ones reported in original papers.