Forecasting multiple time series ideas

• flow-forecast

  13 1,884 9.5 Python

  Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).

  

This is actually a good case for deep learning techniques that create a learned time series embedding id and/or graph convolutions. The advantage of these methods is the can [learn spatial temporal dependencies across several time series](Cross-Dimensional Self-Attention for Multivariate, Geo-tagged Time Series Imputation). There are some implementations that you can find of these models that you can find in the repository that deep learning for time series repo I maintain.

• xgboost-survival-embeddings

  3 305 0.0 Python

  Improving XGBoost survival analysis with embeddings and debiased estimators

  

Here’s a great package for survival analysis in python

• WorkOS

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Suggest a related project