Open
Description
Describe the feature or idea you want to propose
Introduce a new base class, BaseDeepForecaster
, to the aeon.forecasting.deep_learning
module. This class provides a clean foundation for implementing deep learning-based forecasting models using TensorFlow/Keras.
Describe your proposed solution
Currently, aeon
lacks a unified base class tailored for deep learning forecasting pipelines.
The BaseDeepForecaster
is built on top of BaseForecaster
while supporting key DL workflows. It can act as a foundation for models like Informer, TCN and DeepAR forcasters.
The proposed BaseDeepForecaster
would:
- Inherit from
BaseForecaster
, passinghorizon
andaxis
via constructor. - Define the abstract method
_build_model(input_shape)
for subclasses to implement specific architectures. - Handle input conversion, sequence generation, model compilation, and training in
_fit
. - Use the last observed window for forecasting in
_predict
. - Support configuration via parameters:
horizon
,window
,batch_size
,epochs
,verbose
,optimizer
,loss
, andrandom_state
.
Describe alternatives you've considered, if relevant
No response
Additional context
No response