Questions tagged [deepar]

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How to deal with systemic gaps in timeseries data

To be clear this question is not how to input missing data, but how to treat an exchange dataset that will not ever have data on weekends and occasionally on market holidays. I'm working with the ...
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Walk forward cross-validation with Optuna and deepar in pytorch forecasting

I want to perform 3 splits walk forward cross validation with expanding training set for the deepar model from the pytorch forecasting framework. When I do walk forward validation, I also want to do ...
Jose_Peeterson's user avatar