fireTS 0.0.4

A python package for multi-variate time series prediction

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 https://github.com/jxx123/fireTS.git
cd fireTS
pip install -e .

• Dependencies

• numpy
• sklearn

Quick Start