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NBEATS exogenous covariate decoder with quantile forecasting

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nbeats-xd

NBEATS exogenous covariate decoder with quantile forecasting

Based on N-BEATS (Oreshkin et al. 2020), adapted to work on a time-series encoding of multiple input variables. In addition, the N-BEATS network is extended to provide error variance forecasts.

Variable encoding uses TCN (Bai et al. 2018).

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NBEATS exogenous covariate decoder with quantile forecasting

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