Skip to main content

Double Seasonal Exponential Smoothing using PyTorch + ES-RNN capabilities on top

Project description

torch-es

Double Seasonal Exponential Smoothing using PyTorch with batched data and multiple series training support.

📋 Roadmap

There are lots of tools built on top of the code in this repository, so the plan is to add them here eventually.

Here's what's published:

  • 3d Holt-Winters implementation
  • Additive and Multiplicative seasonalities
  • Blender module to merge predictions from multiple series.
  • Training loop for normal and bptt training.
  • Uncertainty estimation via sampling.
  • Additional losses
  • RNN training on top of HW.

📚 Dependencies

  • torch
  • numpy

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

torch-es-0.0.1.tar.gz (6.8 kB view hashes)

Uploaded Source

Built Distribution

torch_es-0.0.1-py3-none-any.whl (10.1 kB view hashes)

Uploaded Python 3

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page