Multiple Time Series Forecasting with DeepAR in Python
In this post, we will learn how to use DeepAR to forecast multiple time series using GluonTS in Python. DeepAR is a deep learning algorithm based on recurrent neural networks designed specifically for time series forecasting. It works by learning a model based on all the time series data, instead of creating a separate model for each one. In my experience, this often works better than creating a separate model for each time series....