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
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