Loss Shaping Constraints for Long-Term Time Series Forecasting

no code implementations • 14 Feb 2024 • Ignacio Hounie, Javier Porras-Valenzuela, Alejandro Ribeiro

We propose a practical Primal-Dual algorithm to tackle it, and demonstrate that the proposed approach exhibits competitive average performance in time series forecasting benchmarks, while shaping the distribution of errors across the predicted window.

Time Series Time Series Forecasting