Chronos: migrate from tf1.15 to tf2 (MTNetForecaster) (#4334)
* convert mtnet_forecaster * fix conflict * add batch_size * fix conflict * change description * change description again * fix doc * change param description
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MTNet is a memory-network based solution for multivariate time-series forecasting. In a specific task of multivariate time-series forecasting, we have several variables observed in time series and we want to forecast some or all of the variables' value in a future time stamp.
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MTNet is a memory-network based solution for multivariate time-series forecasting. In a specific task of multivariate time-series forecasting, we have several variables observed in time series and we want to forecast some or all of the variables' value in a future time stamp.
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MTNet is proposed by paper `A Memory-Network Based Solution for Multivariate Time-Series Forecasting <https://arxiv.org/abs/1809.02105>`__. MTNetForecaster is derived from tfpark.KerasMode, and can use all methods of KerasModel. Refer to `tfpark.KerasModel API Doc <https://github.com/intel-analytics/BigDL/blob/main/docs/docs/APIGuide/TFPark/model.md>`__ for details.
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MTNet is proposed by paper `A Memory-Network Based Solution for Multivariate Time-Series Forecasting <https://arxiv.org/abs/1809.02105>`__.
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For the detailed algorithm description, please refer to `here <https://github.com/intel-analytics/BigDL/blob/main/docs/docs/Chronos/Algorithm/MTNetAlgorithm.md>`__.
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For the detailed algorithm description, please refer to `here <https://github.com/intel-analytics/BigDL/blob/main/docs/docs/Chronos/Algorithm/MTNetAlgorithm.md>`__.
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.. automodule:: bigdl.chronos.forecaster.mtnet_forecaster
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.. automodule:: bigdl.chronos.forecaster.tf.mtnet_forecaster
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:show-inheritance:
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