Introduces DeepVAR model #491
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jaheba
reviewed
Dec 3, 2019
lcallot
previously approved these changes
Dec 3, 2019
added 6 commits
December 4, 2019 11:44
Codecov Report
@@ Coverage Diff @@
## master #491 +/- ##
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+ Coverage 82.77% 83.37% +0.6%
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Files 152 155 +3
Lines 8945 9203 +258
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+ Hits 7404 7673 +269
+ Misses 1541 1530 -11
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lcallot
previously approved these changes
Dec 4, 2019
lcallot
approved these changes
Dec 4, 2019
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Description of changes:
Introduces the DeepVAR model for multivariate forecasts. This is the basic abstraction leading up to the GP Copula model (which comes in the next PR).
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