allendred / ES-RNN-Pytorch

This is a work in progress Pytorch implementation of the recently proposed ES-RNN by Slawek Smyl, winner of the M4 competition

ES-RNN-Pytorch

Overview

This is a work in progress Pytorch implementation of the recently proposed ES-RNN by Slawek Smyl, winner of the M4 competition.

Progress:

• Implement Single Series Model based on Additive season and level in Pytorch
• Implement toy datset, and Pytorch data functions
• Test and Debug SSM on Toy Dataset
• Implemente multiplicative season and trend
• Implement Multi Series Model with shared Trend LSTM
• Implement Multi Series Multi Output Model
• Compare performance on benchmark dataset