_timeseries

Timeseries datasets.

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

Functions

_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 tensor contains NAs or infinite values and has correct dimension.

Classes

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

PyTorch Dataset for fitting timeseries models.