GeorgeMichailidis/multi-task-mixed-freq
Code repository for "Multi-Task Encoder-Dual-Decoder Modeling Framework on Mixed Frequency Data", International Journal of Forecasting, 2023
This project helps economists, financial analysts, and other forecasters improve the accuracy of predictions when dealing with datasets where different metrics are collected at different frequencies (e.g., daily, weekly, monthly, quarterly). It takes in raw economic or time-series data with mixed frequencies and outputs a more accurate prediction of future values for multiple metrics. This is useful for anyone who needs to make decisions based on forecasts derived from complex, real-world data.
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Use this if you need to forecast multiple interrelated time series where data is collected at various, irregular intervals, such as macroeconomic indicators or energy consumption.
Not ideal if your data consists of a single time series or all your data is collected at a uniform frequency, as simpler forecasting methods might suffice.
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12
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4
Language
Python
License
AGPL-3.0
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Last pushed
Feb 18, 2024
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