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For some reason, this was happening on my local machine's code but when I reinstalled the github version, the performance went back to what is reported in the paper. Thank you. |
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Hi. I'm finding Exchange dataset results for the 720 horizon size to be better than the 0.798, 0.596 from the paper. Right now, I'm getting MAE: 0.4875302269099138, MSE: 0.4291938244162622 with some seeds and hyperparameters giving slightly better results even. Have there been significant API changes since the paper? Has the dataset somehow been updated? I'm using datasetsforecast.long_horizon.LongHorizon to download the Exchange dataset. Please let me know what I can do to exactly reproduce the results from the paper. Here is the code I'm using:
code.txt
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