models#

Models for timeseries forecasting.

Modules

pytorch_forecasting.models.base_model

Timeseries models share a number of common characteristics.

pytorch_forecasting.models.baseline

Baseline model.

pytorch_forecasting.models.deepar

DeepAR: Probabilistic forecasting with autoregressive recurrent networks which is the one of the most popular forecasting algorithms and is often used as a baseline

pytorch_forecasting.models.mlp

Simple models based on fully connected networks

pytorch_forecasting.models.nbeats

N-Beats model for timeseries forecasting without covariates.

pytorch_forecasting.models.nhits

N-HiTS model for timeseries forecasting with covariates.

pytorch_forecasting.models.nn

pytorch_forecasting.models.rnn

Simple recurrent model - either with LSTM or GRU cells.

pytorch_forecasting.models.temporal_fusion_transformer

The temporal fusion transformer is a powerful predictive model for forecasting timeseries