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:
- [x] 3d Holt-Winters implementation
- [x] Additive and Multiplicative seasonalities
- [x] 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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| Filename, size | File type | Python version | Upload date | Hashes |
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| Filename, size torch_es-0.0.1-py3-none-any.whl (10.1 kB) | File type Wheel | Python version py3 | Upload date | Hashes View |
| Filename, size torch-es-0.0.1.tar.gz (6.8 kB) | File type Source | Python version None | Upload date | Hashes View |
