DeepAR

[pjebs]

Hi @cshenton,

I met you a few times at the Go meetup - in particular the one where you introduced this.
I am attempting to forecast some sales data. I was wondering how I can adapt this to do something similar to https://aws.amazon.com/blogs/machine-learning/now-available-in-amazon-sagemaker-deepar-algorithm-for-more-accurate-time-series-forecasting/:

It uses a proprietary RNN algorithm. I'm new to machine learning. Based on your code, I couldn't quite work out what algorithm you were applying. Is it linear regression using gradient decent?