Gluon-ts: DeepAR how to extend create_transform?

[Worulz]

Hi, I was hoping to extend the create_transform function in the DeepAR estimator, is there anyway to do this? I haven't found the extended tutorial showing how even though it shows you how to define a transformation.

https://github.com/awslabs/gluon-ts/blob/19040125268ac0b13290e148a60d19272ab6ae02/src/gluonts/model/deepar/_estimator.py#L236

hoping to add simple rolling averages etc.

[PascalIversen]

Hey @Worulz, you could extend the DeepAREstimator and overwrite create_transformation with your custom transformation:

class MyEstimator(DeepAREstimator):
    def create_transformation(self) -> Transformation:
        # your custom transformation
        pass

Does that help you?

[Worulz]

@PascalIversen thank you! I'll play around with it.