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pytorch-forecasting
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| deepdow | pytorch-forecasting | |
|---|---|---|
| 22 | 9 | |
| 834 | 3,611 | |
| - | - | |
| 3.7 | 8.6 | |
| 3 months ago | 6 days ago | |
| Python | Python | |
| Apache License 2.0 | MIT License |
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pytorch-forecasting
- FLaNK Stack Weekly for 14 Aug 2023
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Pytorch Lstm
Source: Conversation with Bing, 4/5/2023 (1) jdb78/pytorch-forecasting: Time series forecasting with PyTorch - GitHub. https://github.com/jdb78/pytorch-forecasting. (2) Time Series Prediction with LSTM Using PyTorch - Colaboratory. https://colab.research.google.com/github/dlmacedo/starter-academic/blob/master/content/courses/deeplearning/notebooks/pytorch/Time_Series_Prediction_with_LSTM_Using_PyTorch.ipynb. (3) time-series-classification · GitHub Topics · GitHub. https://github.com/topics/time-series-classification. (4) PyTorch: Dataloader for time series task - Stack Overflow. https://stackoverflow.com/questions/57893415/pytorch-dataloader-for-time-series-task.
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[D] What is the best approach to create embeddings for time series with additional historical events to use with Transformers model?
Temporal fusion transformer https://github.com/jdb78/pytorch-forecasting
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LSTM/CNN architectures for time series forecasting[Discussion]
Pytorch-forecasting
- Can someone help me with this? It's been days that i struggle with this problem, Forecasting w DeepAR
- Can someone help me with this? it's been days that i struggle with this problem
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[P] Beware of false (FB-)Prophets: Introducing the fastest implementation of auto ARIMA [ever].
To name a few: https://github.com/jdb78/pytorch-forecasting, https://github.com/unit8co/darts, https://github.com/Nixtla/neuralforecast
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When to go for an 'easy' time-series model vs. using a complex deep learning model (when having experience with the latter)
I'm a data trainee at this organisation. I wrote my master thesis about using an event clustering mechanism to enrich an existing dataset to improve short-term demand predictions, using Pytorch Forecasting using the temporal fusion transformer component, and LightGBM (and compare the models with and w/o the event feature, so 4 runs in total).
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A python library for easy manipulation and forecasting of time series.
Darts is a pretty nice one. I've recently been using pytorch-forecasting for larger models like the Temporal Fusion Transformer. https://github.com/jdb78/pytorch-forecasting
What are some alternatives?
mlfinlab - MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.
darts - A python library for user-friendly forecasting and anomaly detection on time series.
Riskfolio-Lib - Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
Prophet - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
cvxportfolio - Portfolio optimization and back-testing.
neuralforecast - Scalable and user friendly neural :brain: forecasting algorithms.
Quantropy - Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.
Lime-For-Time - Application of the LIME algorithm by Marco Tulio Ribeiro, Sameer Singh, Carlos Guestrin to the domain of time series classification
vectorbt - Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
pytorch-lightning - Build high-performance AI models with PyTorch Lightning (organized PyTorch). Deploy models with Lightning Apps (organized Python to build end-to-end ML systems). [Moved to: https://github.com/Lightning-AI/lightning]
tslearn - The machine learning toolkit for time series analysis in Python
snntorch - Deep and online learning with spiking neural networks in Python