N Beats Python, Deep Forecasting, Multivariate Time Series, Neural Net Forecast, Probabilistic Forecast.
Holt-Winters exponential smoothing — whereas N-BEATS implements a “pure” deep neural architecture. We will use a PyTorch implementation of N-BEATS, by way of the Darts multi-forecast library, the same package I had used for last week’s Transformer example. Darts combines the forecast-related