https://github.com/benman1/time-series

Time-Series models for multivariate and multistep forecasting, regression, and classification
https://github.com/benman1/time-series

deep-learning deepar forecasting gaussian-processes keras lstm multi-step multivariate nbeats tensorflow time-series transformer

Last synced: 5 days ago
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Time-Series models for multivariate and multistep forecasting, regression, and classification

• Host: GitHub
• URL: https://github.com/benman1/time-series
• Owner: benman1
• License: mit
• Created: 2021-10-03T19:38:36.000Z (over 3 years ago)
• Default Branch: master
• Last Pushed: 2021-12-19T19:20:29.000Z (about 3 years ago)
• Last Synced: 2024-04-18T08:19:32.946Z (10 months ago)
• Topics: deep-learning, deepar, forecasting, gaussian-processes, keras, lstm, multi-step, multivariate, nbeats, tensorflow, time-series, transformer
• Language: Python
• Homepage:
• Size: 1.76 MB
• Stars: 52
• Watchers: 3
• Forks: 11
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Time-Series

**time-series** is a Python module for machine learning for time-series built on top of tensorflow and is distributed under the MIT license.

This repository was created as a companion repository for chapter 12, **Multivariate Forecasting**, of the book [Machine Learning for Time-Series with Python](https://amzn.to/3Eb62VH). 

Tensorflow implementations of Time-Series models including these:

* Amazon DeepAR

* Gaussian Processes

* LSTM

* TCN

* Transformer, and

* NBEATS

The `time_series.dataset` package, part of this library, includes utility functions for loading datasets.

Please see the example notebook for usage and training results.

## Installation

```python

pip install git+https://github.com/benman1/time-series.git

```

## Contribute

Pull requests welcome!

## List of Contributors

Contributions from various people have found their way into this repository. Thanks to everyone for their hard work!

* [Alberto Arrigoni](https://github.com/arrigonialberto86)

* [ketan-b](https://github.com/ketan-b)

* [Philippe Remy](https://github.com/philipperemy)

* [Theodoros Ntakouris](https://github.com/ntakouris)