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enhancementNew feature, improvement request or other non-bug code enhancementNew feature, improvement request or other non-bug code enhancementforecastingForecasting packageForecasting package
Description
Describe the feature or idea you want to propose
Add a deep learning forecaster based on the N-BEATS architecture [Oreshkin et al., 2019 (https://arxiv.org/abs/1905.10437).
Describe your proposed solution
Add NBeatsForecaster to aeon/forecasting/deep_learning/_nbeats.py.
Since N-BEATS produces the full horizon in a single forward pass, it should inherit from BaseDeepForecaster and SeriesToSeriesForecastingMixin.
class NBeatsForecaster(BaseDeepForecaster, SeriesToSeriesForecastingMixin):
def __init__(self, window, horizon, stacks, ...): ...
def build_model(self, input_shape) -> tf.keras.Model: ...
def _fit(self, y, exog=None) -> self: ...
def _predict(self, y=None, exog=None) -> np.ndarray: ...
def _series_to_series_forecast(self, y, prediction_horizon, exog=None) -> np.ndarray: ...Describe alternatives you've considered, if relevant
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enhancementNew feature, improvement request or other non-bug code enhancementNew feature, improvement request or other non-bug code enhancementforecastingForecasting packageForecasting package