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enhancementNew feature, improvement request or other non-bug code enhancementNew feature, improvement request or other non-bug code enhancement
Description
Describe the feature or idea you want to propose
The DeepAR network is a probabilistic forecasting model that combines autoregressive modeling with LSTM-based recurrent networks. It outputs the parameters of a Gaussian distribution for each future timepoint, making it suitable for forecasting tasks with uncertainty estimates.
This issue proposes adding DeepAR as a network architecture under aeon/networks
, allowing forecasters to leverage this model for time series prediction within the Aeon framework.
Describe your proposed solution
Following will be the structure of DeepARNetwork
.
class DeepARNetwork(BaseDeepLearningNetwork):
def __init__(self, lstm_units=None, dense_units=None, dropout=0.1):
...
def _calculate_units(self, n_features):
...
def _build_encoder(self, input_layer, n_features):
...
def _build_decoder(self, encoded_input, n_features):
...
def _create_gaussian_output_layer(self, input_tensor, output_dim):
...
def build_network(self, input_shape):
...
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enhancementNew feature, improvement request or other non-bug code enhancementNew feature, improvement request or other non-bug code enhancement