Chronos : Penalize underestimation example (#5627)

* add example * remove valid dataset * fix typo * modify parameters and graph * update based on comment * modify index link * modify js * update
intel-analytics · Sep 2, 2022 · 199b154 · 199b154
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diff --git a/docs/readthedocs/source/_static/js/chronos_tutorial.js b/docs/readthedocs/source/_static/js/chronos_tutorial.js
@@ -51,7 +51,7 @@ $(".checkboxes").click(function(){
             var ids = ["ChronosForecaster","TuneaForecasting","AutoTSEstimator","AutoWIDE",
             "MultvarWIDE","MultstepWIDE","LSTMForecaster","AutoProphet","AnomalyDetection",
             "DeepARmodel","TFTmodel","hyperparameter","taxiDataset","distributedFashion",
-            "ONNX","Quantize","TCMFForecaster"];
+            "ONNX","Quantize","TCMFForecaster","PenalizeUnderestimation"];
             showTutorials(ids);
             var disIds = ["simulation"];
             disCheck(disIds);

diff --git a/docs/readthedocs/source/doc/Chronos/QuickStart/index.md b/docs/readthedocs/source/doc/Chronos/QuickStart/index.md
@@ -234,6 +234,16 @@
         </details>
         <hr>
 
+        <details id="PenalizeUnderestimation">
+            <summary>
+                <a href="https://github.com/intel-analytics/BigDL/tree/main/python/chronos/example/loss/penalize_underestimation.ipynb">Penalize underestimation with LinexLoss</a>
+                <p>Tag: <button value="forecast">forecast</button></p>
+            </summary>
+            <img src="../../../_images/GitHub-Mark-32px.png"><a href="https://github.com/intel-analytics/BigDL/tree/main/python/chronos/example/loss/penalize_underestimation.ipynb">View source on GitHub</a>
+            <p>This example demonstrates how to use TCNForecaster to penalize underestimation based on a built-in loss function LinexLoss.</p>
+        </details>
+        <hr>
+
     </div>
 
     <script src="../../../_static/js/chronos_tutorial.js"></script> 

diff --git a/python/chronos/example/loss/penalize_underestimation.ipynb b/python/chronos/example/loss/penalize_underestimation.ipynb