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[FEAT] Add MOMENT #1011

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[FEAT] Add MOMENT #1011

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elephaint
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@elephaint elephaint commented May 16, 2024

Feature:

  • Adds MOMENT to NeuralForecast, following this implementation. It is implemented (following the reference implementation) as a univariate model that does not support exogenous variables.

Todo:

  • Testing against other foundation models

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@elephaint elephaint marked this pull request as ready for review May 16, 2024 15:54
@elephaint elephaint requested a review from AzulGarza May 16, 2024 15:55
@marcopeix marcopeix requested review from cchallu May 16, 2024 16:11
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@AzulGarza AzulGarza self-requested a review May 16, 2024 23:56
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awesome @elephaint! i left a couple of comments. i was also speaking with @cchallu and we think it might be better to make it univariate in this iteration (mainly because for datasets with a lot of time series, the model explodes in GPU). this model is natively univariate, so in that regard there is no problem. wdyt?

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awesome @elephaint! i left a couple of comments. i was also speaking with @cchallu and we think it might be better to make it univariate in this iteration (mainly because for datasets with a lot of time series, the model explodes in GPU). this model is natively univariate, so in that regard there is no problem. wdyt?

You're right! Changed to BaseWindows.

@elephaint elephaint requested a review from AzulGarza May 17, 2024 08:38
@elephaint elephaint enabled auto-merge (squash) May 17, 2024 17:42
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3 participants