models#

Models for timeseries forecasting.

Modules

base_model

Timeseries models share a number of common characteristics.

baseline

Baseline model.

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

mlp

Simple models based on fully connected networks

nbeats

N-Beats model for timeseries forecasting without covariates.

nhits

N-HiTS model for timeseries forecasting with covariates.

nn

rnn

Simple recurrent model - either with LSTM or GRU cells.

temporal_fusion_transformer

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