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