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

Classes

DeepAR(cell_type, hidden_size, rnn_layers, …)

DeepAR Network.

Modules

pytorch_forecasting.models.deepar.sub_modules

Implementations of nn.RNNBase for DeepAR.

Baseline DeepAR