FORECAST Gold Price for The Last Quarter of 2024 with NHITS

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  • Опубликовано: 23 окт 2024

Комментарии • 6

  • @coopernik
    @coopernik 13 дней назад

    Keep up the good work. Thank you for the video

  • @hackerborabora7212
    @hackerborabora7212 16 дней назад

    Pls can you do video about mamba S4 s6 model with financial data and economic reports

    • @TimelyTimeSeries
      @TimelyTimeSeries  9 дней назад

      Thanks for the suggestion. I'll see if I can make a video about that in an upcoming video 📚

  • @hackerborabora7212
    @hackerborabora7212 16 дней назад

    Yes Nhit is powerful model what if I integrate the cubic spline or B-spline interpolation does this help for accurate FORCAST with multi frequency datasets

    • @TimelyTimeSeries
      @TimelyTimeSeries  14 дней назад +1

      Hermite cubic is actually a variation of cubic spline (and so does the B-spline). If you're talking about the natural cubic spline, then the short answer is no. The interpolation functions available in the library are only Nearest neighbor, Piecewise linear, and Cubic (through Hermite cubic).
      Theoretically, though, you might be able to use a custom interpolation function, although this could be more challenging, especially if we're talking about the natural cubic spline interpolation. That's because the cubic spline requires the first AND second derivatives at each node. In Hermite cubic, though, we only need the function value and its first derivative at each node.
      Please note that the answer I just gave you only results from my thinking process based on my understanding of cubic splines and Hermite cubic. The choice of a specific interpolation function is never mentioned in the papers, so I might be wrong.
      Hope this helps!