Timeseries datasets.

Timeseries data is special and has to be processed and fed to algorithms in a special way. This module defines a class that is able to handle a wide variety of timeseries data problems.


_find_end_indices(diffs, max_lengths, min_length)

Identify end indices in series even if some values are missing.

check_for_nonfinite(tensor, names)

Check if 2D tensor contains NAs or inifinite values.


TimeSeriesDataSet(data, time_idx, target, ...)

PyTorch Dataset for fitting timeseries models.