23 Commits

Author SHA1 Message Date
Dr. Kashif Rasul 0ab82da2cb use glutonts 0.8.0 and remove wandb 2021-07-06 13:16:48 +02:00
Kashif Rasul ea9b2b7df5 Gluon master (#29)
* Estimator needs an create_instance_splitter now

* updated estimators and tests

* fix test

* validated
2021-02-07 17:43:07 +01:00
Dr. Kashif Rasul c7e603be3e fix deepvar test 2021-01-01 13:25:46 +01:00
Dr. Kashif Rasul d5577a2c9e fix some tests 2020-12-30 19:17:54 +01:00
Dr. Kashif Rasul ac1e89e2cb formatting 2020-06-18 22:14:30 +02:00
Ingmar Schuster 5a06d3406f First go at IndependentDistributionOutput (#16)
* First go at IndependentDistributionOutput, subclassed by NormalOutput and NegativeBinomialOutput for now

* Multivariate test for new implementation of NormalOutput

* adding scaling parameter to NormalOutput

* IndependentNormalOutput now is an alias of NormalOutput with a DeprecatedWarning. Some more univariate distributions now inherit from IndependentDistributionOutput

* IndependentNormalOutput now is an alias of NormalOutput with a DeprecatedWarning. Some more univariate distributions now inherit from IndependentDistributionOutput
2020-06-18 17:08:44 +02:00
Kashif Rasul 859595d555 fixed test 2020-06-18 12:55:51 +02:00
Dr. Kashif Rasul 7e6ed1d87a added lstnet tests 2020-04-27 16:25:48 +02:00
Dr. Kashif Rasul cb012405bf optimized the imports 2020-03-30 13:01:08 +02:00
Kashif Rasul 5bb0d7d6b6 Dataset (#4)
* Dataset is an iterable of DataEntry

* test_forecast_multivariate

* formatting

* offset can also be W-MON

* fix type

* fourier_time_features_from_frequency_str for weekly data

* randomly shuffle dataset for each worker

* filedataset is not scriptable

* read file randomly

* list and file datasets shuffle the time series in train

* do not shuffle time series in multivariate grouper

* fix tests

* formatting

* formatting
2020-03-05 12:04:09 +01:00
Dr. Kashif Rasul 7aa6f5ff84 added multivariate normal output tests 2020-01-06 15:22:46 +01:00
Dr. Kashif Rasul dc1951b19e added independent normal output 2020-01-04 20:47:04 +01:00
Dr. Kashif Rasul c1be3fa5a7 typos 2020-01-04 12:41:21 +01:00
Dr. Kashif Rasul f050f80feb added multivariate grouper 2020-01-04 12:22:50 +01:00
Dr. Kashif Rasul 16a31f0b53 formatting 2019-12-21 14:59:50 +01:00
Dr. Kashif Rasul b5280e6e08 fixed forecast test 2019-12-08 20:11:02 +01:00
Dr. Kashif Rasul c165e00cc3 initial forecast tests 2019-12-08 19:24:55 +01:00
Kashif Rasul 5387acad6d manually set the input_size for now 2019-12-05 21:47:57 +01:00
Kashif Rasul 7905888848 use tuple 2019-12-01 10:05:36 +01:00
Kashif Rasul a01b5be848 fix test 2019-12-01 10:02:35 +01:00
Dr. Kashif Rasul eb67bf0b9a added initial artifical const dataset 2019-11-19 16:45:05 +01:00
Dr. Kashif Rasul bae53cfcfa added get_lagged_subsequences 2019-11-18 16:05:31 +01:00
Kashif Rasul e341f9cb54 initial test for get_lagged_subseq 2019-11-17 22:46:57 +01:00