How to use Huber loss for robust time series forecasting

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Handle noisy data and outliers with Huber loss 📈 Standard loss functions are sensitive to outliers, causing models to overfit to anomalies and produce unstable forecasts. Huber loss in NeuralForecast provides robust training that's less sensitive to outliers while maintaining accuracy. In the plot below, normal distribution loss overfits to every anomaly in the forecast period, while Huber Loss maintains consistent predictions despite noisy training data. See the first comment for the complete guide 📖 #DataScience #TimeSeries #MachineLearning #Python

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