The structure of the code references the MOMENT forecasting tutorial, and the training/eval code from Time-Series-Library.
Currently tuned for the Stock and Demand datasets. Add more dataloaders and run_xx.py
scripts as necessary (though most datasets should follow the current run.py
workflow, which is to:
- pre-evaluate the out-of-the-box MOMENT model,
- train the MOMENT model either through linear probing (1 pass) or earlystopping (with validation set), and
- evaluate the trained model.