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Nixtla: Deep Learning for Forecasting...

TalkinSpanishat PyCon US 2022 · 2022-04-27..05-03· [machine-learning, python]
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Nixtla presents neuralforecast, a PyTorch library with datasets, evaluation tools and ready models (ESRNN and N-BEATS variants). It reproduces the M4-winning ESRNN, extends N-BEATS to support exogenous variables, and applies these models to electricity price and transformer datasets, reporting 20–25% lower error versus classical and recent baselines while being about 50× faster in training and inference. The project includes preconfigured hyperparameter search, runnable Colab/GPU demos, and code on GitHub.

AI-written summary · about

  1. 0:00Introduction
  2. 7:13NBEATS Motivation and Contributions
  3. 9:39NBEATS Architecture
  4. 13:09N-HITS: Motivation
  5. 16:46N-HITS: Hierarchical Interpolation
  6. 18:57N-HITS: Empirical Results
  7. 20:35Nixtla: Forecasting Ecosystem
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