torch-es 0.0.1

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

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