gluonts
statsforecast
gluonts | statsforecast | |
---|---|---|
4 | 58 | |
4,308 | 3,565 | |
2.3% | 2.7% | |
8.7 | 8.9 | |
3 days ago | 10 days ago | |
Python | Python | |
Apache License 2.0 | Apache License 2.0 |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
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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.
gluonts
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Show HN: Auto Wiki v2 – Turn your codebase into a Wiki now with diagrams
https://github.com/awslabs/gluonts is a great candidate for a sample wiki. It is an OSS lib, not great documentation, very hard to RTFM (unlike, say, sklearn which already has a great wiki), doubtful that awslabs would pay to produce.
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gluonts VS darts - a user suggested alternative
2 projects | 13 Apr 2023
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[Q] `py.typed` and `.typesafe`
I was looking at [`gluonts`](https://github.com/awslabs/gluonts/tree/dev/src/gluonts/core) source code and I found a `py.typed` file. That is something I always put in my type-annotated modules: it's literally an empty file which denotes that the module is marked for "internal or external use in type checking" [mypy docs](https://mypy.readthedocs.io/en/stable/installed_packages.html?highlight=py.typed#creating-pep-561-compatible-packages). However, I never saw before the `.typesafe` file. What does it denote? Does it have to be used alongside a `py.typed`?
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Cash-flow forecasting
-GluonTS
statsforecast
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TimeGPT-1
I can't find the TimeGPT-1 model.
LICENSE Apache-2
https://github.com/Nixtla/statsforecast/blob/main/LICENSE
Mentions ARIMA, ETS, CES, and Theta modeling
- Facebook Prophet: library for generating forecasts from any time series data
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Sales forecast for next two years
If you only have historical data: StatsForecast
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Time series and cross validation
I also recommend you check Nixtla's libraries, in particular StatsForecast and HierarchicalForecast. They offer a wide selection of forecasting models, and can work with multiple time series. Given that you're working with many products in a warehouse, I think the hierarchical forecast can be very useful, especially for the short time series (the ones that don't seem to have enough time stamps).
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Demand Planning
If you are mostly worried about time and use python you could try out Nixtla's statsforecast as it is very snappy. https://github.com/Nixtla/statsforecast
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Statistical vs Machine Learning vs Deep Learning Modeling for Time Series Forecasting
I was researching about using deep learning for time series forecasting applications when I came across two experiments by the Nixtla team. They showed that their traditional statistical ensemble (comprised of AutoARIMA, ETS, CES, and DynamicOptimizedTheta) beat a bunch of deep learning models (link) and also the AWS forecast API (link).
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Recommendations for books on working with time series/forecasting problems?
- https://nixtla.github.io/statsforecast/
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XGBoost for time series
Leaving these two repos here for anyone interested in trying decision tree regression or statistical forecasting baselines: - https://nixtla.github.io/mlforecast/ - https://github.com/Nixtla/statsforecast
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[Discussion] Amazon's AutoML vs. open source statistical methods
In this reproducible experiment, we compare Amazon Forecast and StatsForecast a python open-source library for statistical methods.
- Statistical methods outperform Amazon’s ML Forecast
What are some alternatives?
darts - A python library for user-friendly forecasting and anomaly detection on time series.
pytorch-forecasting - Time series forecasting with PyTorch
mlforecast - Scalable machine 🤖 learning for time series forecasting.
tsai - Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
neuralforecast - Scalable and user friendly neural :brain: forecasting algorithms.
nixtla - Python SDK for TimeGPT, a foundational time series model
time-series-transformers-review - A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.
sagemaker-python-sdk - A library for training and deploying machine learning models on Amazon SageMaker
fable - Tidy time series forecasting