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Notebook for ES-RNN #11

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pechyony merged 2 commits intomasterfrom
ES_RNN
Jun 18, 2019
Merged

Notebook for ES-RNN #11
pechyony merged 2 commits intomasterfrom
ES_RNN

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The performance is quite mediocre (MAPE of 10%) and there are some limitations:

  • batch size should be at least 2*seasonality frequency
  • training/validation/test set sizes should be multiple of batch size.

If I have time, I will rewrite ES layer as a recurrent layer, this at least will remove these limitations

@pechyony pechyony merged commit 84a03aa into master Jun 18, 2019
@pechyony pechyony deleted the ES_RNN branch June 18, 2019 23:51
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