mirror of
https://github.com/wassname/pytorch-ts.git
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# PyTorchTS
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PyTorchTS is a [PyTorch](https://github.com/pytorch/pytorch) Probabilistic Time Series forecasting framework which provides state of the art PyTorch time series models and utilities [GluonTS](https://github.com/awslabs/gluon-ts) for loading, transforming and back-testing time series data sets.
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PyTorchTS is a [PyTorch](https://github.com/pytorch/pytorch) Probabilistic Time Series forecasting framework which provides state of the art PyTorch time series models by utilizing [GluonTS](https://github.com/awslabs/gluon-ts) as its API (with minimal changes) and for loading, transforming and back-testing time series data sets. Currently the GluonTS code is copied into this repository with changes for PyTorch but eventually GluonTS should become an external requirement.
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## Installation
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$ pip3 install pytorchts
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```
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## Quick start
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## Quick start (from Gluon-TS README)
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Here we highlight the
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```python
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import matplotlib.pyplot as plt
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# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License").
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# You may not use this file except in compliance with the License.
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# A copy of the License is located at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# or in the "license" file accompanying this file. This file is distributed
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# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
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# express or implied. See the License for the specific language governing
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# permissions and limitations under the License.
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from pts.feature import get_lags_for_frequency
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# These are the expected lags for common frequencies and corner cases.
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# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
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#
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# Licensed under the Apache License, Version 2.0 (the "License").
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# You may not use this file except in compliance with the License.
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# A copy of the License is located at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# or in the "license" file accompanying this file. This file is distributed
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# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
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# express or implied. See the License for the specific language governing
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# permissions and limitations under the License.
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from itertools import chain, combinations
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import pytest
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