Model Overview#

List of Models supported in pytorch-forecasting. See below the supported models separated by the version they are present in

v1 Models#

This is the list of models that are present in the stable version of the pytorch-forecasting v1 and can be used in production

Name

Authors

Covariates

Multiple targets

Regression

Classification

Probabilistic

Prediction intervals

Flexible History Length

Cold Start

Compute (1-5)

DecoderMLP

jdb78

x

x

x

x

x

x

x

x

1

DeepAR

jdb78

x

x

x

x

x

x

3

NBeatsKAN

Sohaib-Ahmed21

x

1

NBeats

jdb78

x

1

NHiTS

jdb78

x

x

x

x

x

1

RecurrentNetwork

jdb78

x

x

x

x

x

x

2

TemporalFusionTransformer

jdb78

x

x

x

x

x

x

x

x

4

TiDEModel

Sohaib-Ahmed21

x

x

x

x

x

3

TimeXer

PranavBhatP

x

x

x

x

x

3

xLSTMTime

muslehal, phoeenniixx

x

x

x

x

3

v2 Models#

The models that are present in the experimental, unstable pytorch-forecasting v2. These models should be used with CAUTION!

Name

Compatible Data Modules

Authors

Covariates

Multiple targets

Regression

Classification

Probabilistic

Prediction intervals

Flexible History Length

Cold Start

Compute (1-5)

DLinear_v2

TslibDataModule

PranavBhatP

x

x

x

x

x

2

Samformer_v2

EncoderDecoderTimeSeriesDataModule

fbk_dsipts, PranavBhatP

x

x

x

2

TFT_v2

EncoderDecoderTimeSeriesDataModule

phoeenniixx

x

x

x

x

3

TIDE_v2

EncoderDecoderTimeSeriesDataModule

fbk_dsipts, phoeenniixx

x

x

x

3

TimeXer_v2

TslibDataModule

PranavBhatP

x

x

x

x

3