gluon-ts | Probabilistic time series modeling in Python | Machine Learning library
kandi X-RAY | gluon-ts Summary
kandi X-RAY | gluon-ts Summary
GluonTS is a Python toolkit for probabilistic time series modeling, built around Apache MXNet (incubating). GluonTS provides utilities for loading and iterating over time series datasets, state of the art models ready to be trained, and building blocks to define your own models and quickly experiment with different solutions.
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Top functions reviewed by kandi - BETA
- Calculates the statistics of a dataset .
- Generate M5 Dataset .
- This function is used for testing .
- Unroll encoder .
- Start training loop .
- Encode a Python object .
- Fit an estimator .
- Return a string representation of the model .
- Create a GluonTSModel .
- Extract JobInfo objects from training jobs .
gluon-ts Key Features
gluon-ts Examples and Code Snippets
import logging
logging.getLogger("mxnet").addFilter(lamda record: False)
def sample_df(forecast):
samples = forecast.samples
ns, h = samples.shape
dates = pd.date_range(forecast.start_date, freq=forecast.freq, periods=h)
return pd.DataFrame(samples.T, index=dates)
sample
Community Discussions
Trending Discussions on gluon-ts
QUESTION
I have multiple time series that I would like to forecast with GluonTS, then concatenate so my result is a pandas data frame with the column headers date
, y
(the target), series
(the series number).
The problem is that GluonTS produces a generator. I can look at each series with next(iter(forecast_id))
, but I would like to stack all of the forecasts together to make it easier to export as a csv.
How can I stack the forecasts from all series into one pandas dataframe?
...ANSWER
Answered 2020-Apr-24 at 23:59You can unpack an entry like so:
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
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Install gluon-ts
This simple example illustrates how to train a model from GluonTS on some data, and then use it to make predictions. As a first step, we need to collect some data: in this example we will use the volume of tweets mentioning the AMZN ticker symbol.
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