N-BEATS — Beating Statistical Models with Pure Neural Nets
SOTA time series forecasting with residual stacks and meta-learning
Published in
7 min readOct 4, 2019
The M competitions[1] are a prestigious series of forecasting challenges organised to compare and advance forecasting research. In the past, statistical algorithms have always won it. Tried and tested models like ARIMA and Exponential Smoothing produce…