build_windows(y, input_size, h)
Return [n_windows, input_size+h] rolling windows; step=1.
| Parameter | Type | Default | Description |
|---|---|---|---|
| y | jnp.ndarray | - | (undocumented) |
| input_size | int | - | (undocumented) |
| h | int | - | (undocumented) |
Returns: jnp.ndarray
forward_loss(model, windows, *, h, input_size, loss_fn=mae)
Forward + point loss in raw scale. windows: [B, input_size+h] -> scalar.
| Parameter | Type | Default | Description |
|---|---|---|---|
| model | BiTCNNet | - | (undocumented) |
| windows | jnp.ndarray | - | (undocumented) |
| h | int | - | (undocumented) |
| input_size | int | - | (undocumented) |
| loss_fn | LossFn | mae |
(undocumented) |
Returns: jnp.ndarray
train(model, y, *, h, input_size, max_steps, windows_batch_size, lr, seed, loss_fn=mae)
Train model in place via a single nnx.scan. Returns per-step losses.
Window sampling replicates neuralforecast's regime-dependent scheme
(_base_model.py training_step): when n_windows < windows_batch_size
NF draws windows_batch_size indices WITH replacement; otherwise it takes a
without-replacement permutation. The branch is chosen on concrete shapes
(Python-static), so it bakes into the scan once. Sampling happens per step
inside the scan to keep memory bounded to one batch.
| Parameter | Type | Default | Description |
|---|---|---|---|
| model | BiTCNNet | - | (undocumented) |
| y | jnp.ndarray | - | (undocumented) |
| h | int | - | (undocumented) |
| input_size | int | - | (undocumented) |
| max_steps | int | - | (undocumented) |
| windows_batch_size | int | - | (undocumented) |
| lr | optax.ScalarOrSchedule | - | (undocumented) |
| seed | int | - | (undocumented) |
| loss_fn | LossFn | mae |
(undocumented) |
Returns: jnp.ndarray
predict_step(model, y, *, h, input_size)
Forecast next h steps from the final input_size of y. Returns (h,).
| Parameter | Type | Default | Description |
|---|---|---|---|
| model | BiTCNNet | - | (undocumented) |
| y | jnp.ndarray | - | (undocumented) |
| h | int | - | (undocumented) |
| input_size | int | - | (undocumented) |
Returns: jnp.ndarray