[DOC] Add DeepAR and NBeats usage examples

pytorch_forecasting/models/deepar/_deepar.py

@@ -35,7 +35,15 @@
 
 
 class DeepAR(AutoRegressiveBaseModelWithCovariates):
-    """DeepAR: Probabilistic forecasting with autoregressive recurrent networks."""
+    """DeepAR: Probabilistic forecasting with autoregressive recurrent networks.
+
+    Examples
+    --------
+    Create a model from a configured :class:`TimeSeriesDataSet` (see the
+    :doc:`DeepAR tutorial <tutorials/deepar>` for a complete example):
+
+    >>> model = DeepAR.from_dataset(training_dataset, hidden_size=16)  # doctest: +SKIP
+    """
 
     @classmethod
     def _pkg(cls):

pytorch_forecasting/models/deepar/_deepar_pkg.py

@@ -4,7 +4,15 @@
 
 
 class DeepAR_pkg(_BasePtForecaster):
-    """DeepAR package container."""
+    """DeepAR package container.
+
+    Examples
+    --------
+    The package container resolves to the user-facing model class:
+
+    >>> DeepAR_pkg.get_cls().__name__
+    'DeepAR'
+    """
 
     _tags = {
         "info:name": "DeepAR",

pytorch_forecasting/models/nbeats/_nbeats.py

@@ -86,6 +86,15 @@ class NBeats(NBeatsAdapter):
         nn.ModuleList([SMAPE(), MAE(), RMSE(), MAPE(), MASE()]).
     **kwargs
         Additional arguments forwarded to :py:class:`~BaseModel`.
+
+    Examples
+    --------
+    Create a model from a configured :class:`TimeSeriesDataSet` (see the
+    `N-BEATS example
+    <https://github.com/sktime/pytorch-forecasting/blob/main/examples/nbeats.py>`_
+    for a complete example):
+
+    >>> model = NBeats.from_dataset(training_dataset, context_length=24)  # doctest: +SKIP
     """  # noqa: E501
 
     @classmethod

pytorch_forecasting/models/nbeats/_nbeats_pkg.py

@@ -4,7 +4,15 @@
 
 
 class NBeats_pkg(_BasePtForecaster):
-    """NBeats package container."""
+    """NBeats package container.
+
+    Examples
+    --------
+    The package container resolves to the user-facing model class:
+
+    >>> NBeats_pkg.get_cls().__name__
+    'NBeats'
+    """
 
     _tags = {
         "info:name": "NBeats",