N Beats Python, Deep Forecasting, Multivariate Time Series, Neural Net Forecast, Probabilistic Forecast.
Basis Expansion Analysis for Time Series. N-BEATS is a type of neural network that was first described in a 2019 article by Oreshkin et al. The authors reported that N-BEATS outperformed the M4 forecast competition winner by 3%. The M4 winner was a hybrid between a recurrent neural network and