added headers to tests and fixed readme.

For issue #11
This commit is contained in:
Dr. Kashif Rasul
2020-04-30 11:21:57 +02:00
parent 4fa5a991bd
commit 9d73d9aae8
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# PyTorchTS
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.
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.
## Installation
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$ pip3 install pytorchts
```
## Quick start
## Quick start (from Gluon-TS README)
Here we highlight the
```python
import matplotlib.pyplot as plt
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# Copyright 2018 Amazon.com, Inc. or its affiliates. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License").
# You may not use this file except in compliance with the License.
# A copy of the License is located at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# or in the "license" file accompanying this file. This file is distributed
# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
# express or implied. See the License for the specific language governing
# permissions and limitations under the License.
from pts.feature import get_lags_for_frequency
# 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.
#
# Licensed under the Apache License, Version 2.0 (the "License").
# You may not use this file except in compliance with the License.
# A copy of the License is located at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# or in the "license" file accompanying this file. This file is distributed
# on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either
# express or implied. See the License for the specific language governing
# permissions and limitations under the License.
from itertools import chain, combinations
import pytest