yairst / multi-horizon-quantile-recurrent-forecaster

forecasting lstm multi-horizon-forecasting pytorch-lightning quantile-regression recurrent-neural-networks

multi-horizon-quantile-recurrent-forecaster

This is an implementation of the paper A Multi-Horizon Quantile Recurrent Forecaster using pytorch lightning. The implementation was tested on the ElectricityLoadDiagrams20112014 Data Set.

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forecasting lstm multi-horizon-forecasting pytorch-lightning quantile-regression recurrent-neural-networks

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