pytorch_forecasting.utils.autocorrelation

pytorch_forecasting.utils.autocorrelation(input, dim=0)

Computes the autocorrelation of samples at dimension dim.

Reference: https://en.wikipedia.org/wiki/Autocorrelation#Efficient_computation

Implementation copied form pyro.

Parameters

• input (torch.Tensor) – the input tensor.

• dim (int) – the dimension to calculate autocorrelation.

Returns torch.Tensor

autocorrelation of input.

pytorch_forecasting.utils.apply_to_list pytorch_forecasting.utils.create_mask