Revision 797b6de0a5bdd17ab3ec49eec789376114a46cec authored by Dennis Bader on 07 November 2021, 13:55:51 UTC, committed by GitHub on 07 November 2021, 13:55:51 UTC
* added tff.py for TFFModel * savepoint switching to master * TFT with MixedCovariates * savepoint software update * checked tft_submodels * original model performs well * all submodels checked and ready * new tft submodels work as original TFT * github test * adapted forward for fitting with darts * predict returns output but issue with target scaling * fixed bug in _produce_train_output(), now predictions look much better * train and prediction work * TFT now supports variable prediction lengths * added multivariate TFT forecast support * added model docstrings * general clean up of unnecessary variables and code * removed files used for building the model * added TFTModel to README.md * added probabilistic forecasting support for TFT with likelihood models * minor docstring fixes * fixed error from testing with MixedCovariatesInferenceDataset for regression models * removed unused changes in darts/utils/data/inference_dataset.py * Revert "removed unused changes in darts/utils/data/inference_dataset.py" This reverts commit a8521cc545007cafdeab184a281595475cdf020f. * remove unused changes in darts/utils/data/inference_dataset.py * added TFT unit tests * cleaned up unused features in TFT unit test * fixed *args to predict() method for model.historical_forecastings() * solve an issue with Cuda * made compatible with pandas==1.3.0 and statsmodels==0.13.0 * added package pytorch-forecasting>=0.9.1 * added submodels from pytorch-forecasting * removed pytorch-forecasting dependency and applied part of PR review suggestions * Feat/quantile loss as likelihood (#526) * applied changes from PR review Co-authored-by: Julien Herzen <julien.herzen@unit8.co> Co-authored-by: Julien Herzen <j.herzen@gmail.com>
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File | Mode | Size |
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utils | ||
01-darts-intro.ipynb | -rw-r--r-- | 638.0 KB |
02-multi-time-series-and-covariates.ipynb | -rw-r--r-- | 308.4 KB |
03-data-processing.ipynb | -rw-r--r-- | 374.1 KB |
04-FFT-examples.ipynb | -rw-r--r-- | 228.7 KB |
05-RNN-examples.ipynb | -rw-r--r-- | 204.4 KB |
06-TCN-examples.ipynb | -rw-r--r-- | 196.5 KB |
07-Transformer-examples.ipynb | -rw-r--r-- | 194.1 KB |
08-NBEATS-examples.ipynb | -rw-r--r-- | 222.0 KB |
09-DeepAR-examples.ipynb | -rw-r--r-- | 211.2 KB |
10-DeepTCN-examples.ipynb | -rw-r--r-- | 249.4 KB |
11-Kalman-filter-examples.ipynb | -rw-r--r-- | 888.9 KB |
12-GP-filter-examples.ipynb | -rw-r--r-- | 386.9 KB |
13-Dynamic-Time-Warping-example.ipynb | -rw-r--r-- | 2.2 MB |
future-covariates-example.ipynb | -rw-r--r-- | 50.7 KB |
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