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In 2019, Amazon’s research team developed a deep learning method called DeepAR that exhibits a ~15% accuracy boost relative to state-of-the-art TS forecasting models. It’s robust out-of-the-box and…
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Scooped by Juliette Decugis |
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Juliette Decugis's insight:
Amazon's DeepAR network combines traditional auto-regressive forecasting methods based on a time series' attributes (trend, seasonality...) and RNN. The model learns jointly from multiple related time series even with high differences in series' magnitudes.
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