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Sorry, I tried the code and got the same output as you.
I basically followed some tutorials to write gbrt. Since that part is not used in our paper, I didn't carefully check the implementation of gbrt. The implementation is in lines 98~99 of stats_model.py. I will try to fix it these days.
Use stat_ model gbrt to test ETTm1 , the test result is a horizontal line。I don't know the reason for this result? Could you give me some information?
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