TGLSTM
Pytorch implementation of LSTM for irregular time series (by FedericOldani)
nixtla
TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀. (by Nixtla)
TGLSTM | nixtla | |
---|---|---|
1 | 9 | |
11 | 1,647 | |
- | 19.4% | |
10.0 | 9.5 | |
about 4 years ago | 3 days ago | |
Python | Jupyter Notebook | |
- | GNU General Public License v3.0 or later |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
TGLSTM
Posts with mentions or reviews of TGLSTM.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2022-02-07.
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[P] Deep Learning for time series forecasting (neuralforecast, python package)
I'm not current on what the SOTA is, but Time Gated LSTM is one example. Another is Latent ODEs for Irregularly-Sampled Time Series.
nixtla
Posts with mentions or reviews of nixtla.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2024-03-21.
- TimeGPT: Production Ready Time Series Foundation Model for Forecasting
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Chronos: Learning the Language of Time Series
I do not have a horse in the race, but it is interesting to see open source comparisons to traditional timeseries strategies: https://github.com/Nixtla/nixtla/tree/main/experiments/amazo...
In general, the M-Competitions (https://forecasters.org/resources/time-series-data/), the olympics of timeseries forecasting, have proven frustrating for ML methods... linear models do shockingly well and the ML models that have won, generally seem to be variants of older tree-based methods (ie. LightGBM is a favorite).
Will be interesting to see whether the Transformer architecture ends up making real progress here.
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[P] Beware of false (FB-)Prophets: Introducing the fastest implementation of auto ARIMA [ever].
Yes, for example we have this paper in long-horizon settings using our library NeuralForecast and this experiment with other of our libraries MLForecast, both of them outperforming autoarima.
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[P] Deep Learning for time series forecasting (neuralforecast, python package)
Here we did some comparison with prophet in the zillow real-state dataset https://github.com/Nixtla/nixtla/tree/main/utils/experiments/zillow-prophet
- Is linear regression better than prophet? Zillow benchmark
- Prophet vs. Linear Regression on Real Estate: The Zillow Case
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Automated Time Series Processing and Forecasting
Users can deploy the pipeline in their cloud quickly. We use terraform (https://github.com/Nixtla/nixtla/tree/main/iac/terraform/aws), so it is very simple to deploy the pipeline on AWS. We are working to release versions of terraform on other clouds such as Azure and Google Cloud.
What are some alternatives?
When comparing TGLSTM and nixtla you can also consider the following projects:
statsforecast - Lightning ⚡️ fast forecasting with statistical and econometric models.
darts - A python library for user-friendly forecasting and anomaly detection on time series.