A python package for multi-variate time series prediction
Project description
fireTS
fireTS is a sklean style package for multi-variate time-series prediction. I
developed this package when writing this
paper. The paper introduced two
methods to perform multi-step prediction: recursive method and direct method.
fireTS.models.NARX model is trying to train a one-step-ahead-prediction model
and make multi-step prediction recursively given the future exogenous inputs.
fireTS.models.DirectAutoRegressor model is trying to train a
multi-step-head-prediction model directly. No future exogenous inputs are
required to make the multi-step prediction.
Installation
It is highly recommended to use pip to install fireTS, follow this
link to install pip.
After pip is installed,
pip install firets
To get the latest development version,
git clone
- Dependencies
- numpy
- sklearn
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