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Reproduce performance of NBeats in M4 Dataset

Link to [paper].

Steps to reproduce

  • Download M4 Dataset at Mcompetitions/M4-methods
  • Placed it at somewhere and modifiled global variable DATA_PATH in data.py properly, the directory structure is:
    Dataset
    ├── M4-info.csv
    ├── Test
    │   ├── Daily-test.csv
    │   ├── Hourly-test.csv
    │   ├── Monthly-test.csv
    │   ├── Quarterly-test.csv
    │   ├── Weekly-test.csv
    │   └── Yearly-test.csv
    └── Train
        ├── Daily-train.csv
        ├── Hourly-train.csv
        ├── Monthly-train.csv
        ├── Quarterly-train.csv
        ├── Weekly-train.csv
        └── Yearly-train.csv
    
  • Install missing packages like tensorflow_io
  • Run the .ipynb file.

Results

There is only results for Yearly dataset and interpretable model at the moment. Check author's results here

Credit:

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Reproduce performance of NBeats in M4 Dataset

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