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N-BEATS Models #1302

Merged
merged 41 commits into from Jul 11, 2023
Merged

N-BEATS Models #1302

merged 41 commits into from Jul 11, 2023

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brsnw250
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@brsnw250 brsnw250 commented Jun 30, 2023

Before submitting (must do checklist)

  • Did you read the contribution guide?
  • Did you update the docs? We use Numpy format for all the methods and classes.
  • Did you write any new necessary tests?
  • Did you update the CHANGELOG?

Proposed Changes

Performance on M4 dataset

Model M4 Yearly SMAPE M4 Quarterly SMAPE M4 Monthly SMAPE M4 Weekly SMAPE
NBeatsInterpretableModel 13.4007 9.9618 13.055 6.6422
NBeatsGenericModel 13.4042 9.9076 13.4028 6.8783

Closing issues

closes #1022

@brsnw250 brsnw250 self-assigned this Jun 30, 2023
# Conflicts:
#	tests/test_models/test_inference/test_forecast.py
#	tests/test_models/test_inference/test_predict.py
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codecov-commenter commented Jun 30, 2023

Codecov Report

Merging #1302 (74c603a) into master (0225a51) will decrease coverage by 35.78%.
The diff coverage is 70.74%.

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@@             Coverage Diff             @@
##           master    #1302       +/-   ##
===========================================
- Coverage   88.37%   52.60%   -35.78%     
===========================================
  Files         197      203        +6     
  Lines       12131    12461      +330     
===========================================
- Hits        10721     6555     -4166     
- Misses       1410     5906     +4496     
Impacted Files Coverage Δ
etna/models/nn/nbeats/utils.py 30.18% <30.18%> (ø)
etna/models/nn/nbeats/blocks.py 69.62% <69.62%> (ø)
etna/models/nn/nbeats/metrics.py 71.05% <71.05%> (ø)
etna/models/nn/nbeats/nets.py 77.50% <77.50%> (ø)
etna/models/nn/nbeats/nbeats.py 89.87% <89.87%> (ø)
etna/models/nn/__init__.py 100.00% <100.00%> (ø)
etna/models/nn/nbeats/__init__.py 100.00% <100.00%> (ø)

... and 125 files with indirect coverage changes

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github-actions bot commented Jun 30, 2023

@github-actions github-actions bot temporarily deployed to pull request June 30, 2023 11:58 Inactive
@github-actions github-actions bot temporarily deployed to pull request June 30, 2023 15:18 Inactive
@brsnw250 brsnw250 changed the title Issue 1022 N-BETS Models Jun 30, 2023
@github-actions github-actions bot temporarily deployed to pull request July 4, 2023 08:27 Inactive
@martins0n martins0n requested a review from Mr-Geekman July 5, 2023 07:38
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@brsnw250 brsnw250 requested a review from Mr-Geekman July 7, 2023 12:20
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One little question.

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Mr-Geekman
Mr-Geekman previously approved these changes Jul 10, 2023
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@martins0n martins0n self-requested a review July 11, 2023 08:03
@brsnw250 brsnw250 merged commit 752e35b into master Jul 11, 2023
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NBeats net for etna
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