Improved MQ-NBEATS [B,H]+[B,H,Q] -> [B,H,Q] #330
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cchallu
approved these changes
Nov 10, 2022
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Inspired by improved MQ-NHITS, adapted MQ-NBEATS to operate with extended dimensions
# [B,H,Q] vs residual version # [B,H] + [B,H,Q].
Changed trend and seasonality projections to operate with
einsumgenerating an additional dimension. Identity blocks mimic MQ-NHITS.