API Docs#
Subpackages#
- gluonts.core package
- gluonts.dataset package
DatasetDatasetCollectionDatasetWriter- Subpackages
- Submodules
- gluonts.dataset.common module
- gluonts.dataset.field_names module
- gluonts.dataset.hierarchical module
- gluonts.dataset.jsonl module
- gluonts.dataset.loader module
- gluonts.dataset.multivariate_grouper module
- gluonts.dataset.pandas module
- gluonts.dataset.split module
- gluonts.dataset.stat module
- gluonts.dataset.util module
- gluonts.ev package
evaluate()- Submodules
- gluonts.ev.aggregations module
- gluonts.ev.metrics module
AverageMeanScaledQuantileLossBaseMetricDefinitionCoverageDerivedMetricDirectMetricMAEMAECoverageMAPEMASEMSEMSISMeanAbsoluteLabelMeanScaledQuantileLossMeanSumQuantileLossMeanWeightedSumQuantileLossMetricMetricCollectionMetricDefinitionMetricDefinitionCollectionNDNRMSEOWARMSESMAPESumAbsoluteErrorSumAbsoluteLabelSumErrorSumNumMaskedTargetValuesSumQuantileLossWeightedSumQuantileLoss
- gluonts.ev.stats module
- gluonts.ev.ts_stats module
- gluonts.evaluation package
EvaluatorMultivariateEvaluatorMultivariateEvaluator.calculate_aggregate_multivariate_metrics()MultivariateEvaluator.calculate_aggregate_vector_metrics()MultivariateEvaluator.extract_aggregate_forecast()MultivariateEvaluator.extract_aggregate_target()MultivariateEvaluator.extract_forecast_by_dim()MultivariateEvaluator.extract_target_by_dim()MultivariateEvaluator.get_eval_dims()MultivariateEvaluator.get_target_dimensionality()MultivariateEvaluator.peek()
aggregate_all()aggregate_no_nan()aggregate_valid()backtest_metrics()make_evaluation_predictions()- Submodules
- gluonts.ext package
- Subpackages
- Submodules
- gluonts.ext.hierarchicalforecast module
- gluonts.ext.statsforecast module
ADIDAPredictorAutoARIMAPredictorAutoCESPredictorAutoETSPredictorAutoThetaPredictorCrostonClassicPredictorCrostonOptimizedPredictorCrostonSBAPredictorDynamicOptimizedThetaPredictorDynamicThetaPredictorHistoricAveragePredictorHoltPredictorHoltWintersPredictorIMAPAPredictorMSTLPredictorModelConfigNaivePredictorOptimizedThetaPredictorRandomWalkWithDriftPredictorSeasonalExponentialSmoothingOptimizedPredictorSeasonalExponentialSmoothingPredictorSeasonalNaivePredictorSeasonalWindowAveragePredictorSimpleExponentialSmoothingOptimizedPredictorSimpleExponentialSmoothingPredictorStatsForecastPredictorTSBPredictorThetaPredictorWindowAveragePredictor
- gluonts.meta package
- gluonts.model package
EstimatorForecastIncrementallyTrainableInputInputSpecPredictorQuantileForecastSampleForecastevaluate_forecasts()evaluate_model()- Subpackages
- Submodules
- gluonts.mx package
- Subpackages
- gluonts.mx.block package
- gluonts.mx.distribution package
BetaBetaOutputBinnedBinnedOutputBoxCoxTransformOutputCategoricalCategoricalOutputDeterministicDeterministicOutputDirichletDirichletMultinomialDirichletMultinomialOutputDirichletOutputDistributionDistributionOutputEmpiricalDistributionEmpiricalDistributionOutputFixedKnotsPiecewiseLinearOutputGammaGammaOutputGaussianGaussianOutputGenParetoGenParetoOutputISQFISQFOutputInverseBoxCoxTransformOutputLaplaceLaplaceFixedVarianceOutputLaplaceOutputLogitNormalLogitNormalOutputLowrankMultivariateGaussianLowrankMultivariateGaussianOutputMixtureDistributionMixtureDistributionOutputMultivariateGaussianMultivariateGaussianOutputNanMixtureNanMixtureOutputNegativeBinomialNegativeBinomialOutputOneInflatedBetaOneInflatedBetaOutputPiecewiseLinearPiecewiseLinearOutputPoissonPoissonOutputStudentTStudentTOutputTransformedDistributionTransformedDistributionOutputTransformedPiecewiseLinearUniformUniformOutputZeroAndOneInflatedBetaZeroAndOneInflatedBetaOutputZeroInflatedBetaZeroInflatedBetaOutputZeroInflatedNegativeBinomialOutput()ZeroInflatedPoissonOutput()- Submodules
- gluonts.mx.kernels package
- gluonts.mx.model package
- gluonts.mx.representation package
- gluonts.mx.trainer package
- Submodules
- Subpackages
- gluonts.shell package
- gluonts.testutil package
- gluonts.time_feature package
ConstantSpecialDateFeatureSetday_of_month()day_of_month_index()day_of_week()day_of_week_index()day_of_year()day_of_year_index()get_lags_for_frequency()get_seasonality()hour_of_day()hour_of_day_index()minute_of_hour()minute_of_hour_index()month_of_year()month_of_year_index()norm_freq_str()second_of_minute()second_of_minute_index()time_features_from_frequency_str()week_of_year()week_of_year_index()- Submodules
- gluonts.torch package
DLinearEstimatorDeepAREstimatorDeepNPTSEstimatorLagTSTEstimatorPatchTSTEstimatorPyTorchLightningEstimatorPyTorchLightningEstimator.create_lightning_module()PyTorchLightningEstimator.create_predictor()PyTorchLightningEstimator.create_training_data_loader()PyTorchLightningEstimator.create_transformation()PyTorchLightningEstimator.create_validation_data_loader()PyTorchLightningEstimator.train()PyTorchLightningEstimator.train_from()PyTorchLightningEstimator.train_model()
PyTorchPredictorSimpleFeedForwardEstimatorTemporalFusionTransformerEstimatorTemporalFusionTransformerEstimator.create_lightning_module()TemporalFusionTransformerEstimator.create_predictor()TemporalFusionTransformerEstimator.create_training_data_loader()TemporalFusionTransformerEstimator.create_transformation()TemporalFusionTransformerEstimator.create_validation_data_loader()TemporalFusionTransformerEstimator.input_names()
TiDEEstimatorWaveNetEstimator- Subpackages
- gluonts.torch.distributions package
AffineTransformedBetaOutputBinnedUniformsBinnedUniformsOutputDiscreteDistributionDistributionOutputGammaOutputGeneralizedParetoGeneralizedParetoOutputISQFISQFOutputImplicitQuantileNetworkImplicitQuantileNetworkOutputLaplaceOutputNegativeBinomialOutputNormalOutputOutputPiecewiseLinearPiecewiseLinearOutputPoissonOutputQuantileOutputSplicedBinnedParetoSplicedBinnedParetoOutputStudentTOutputTruncatedNormalTruncatedNormalOutput- Submodules
- gluonts.torch.model package
- gluonts.torch.modules package
- gluonts.torch.distributions package
- Submodules
- gluonts.transform package
AddAgeFeatureAddAggregateLagsAddConstFeatureAddObservedValuesIndicatorAddTimeFeaturesAdhocTransformAsNumpyArrayBucketInstanceSamplerCDFtoGaussianTransformCanonicalInstanceSplitterCausalMeanValueImputationChainConcatFeaturesContinuousTimeInstanceSplitterContinuousTimePointSamplerContinuousTimePredictionSamplerContinuousTimeUniformSamplerDummyValueImputationExpandDimArrayExpectedNumInstanceSamplerFilterTransformationFlatMapTransformationIdentityInstanceSamplerInstanceSplitterLastValueImputationLeavesMissingValuesListFeaturesMapTransformationMeanValueImputationMissingValueImputationNumInstanceSamplerQuantizeMeanScaledRemoveFieldsRenameFieldsRollingMeanValueImputationSampleTargetDimSelectFieldsSetFieldSetFieldIfNotPresentSimpleTransformationSwapAxesTargetDimIndicatorTestSplitSampler()TransformationTransformedDatasetUniformSplitSamplerValidationSplitSampler()ValmapVstackFeaturescdf_to_gaussian_forward_transform()target_transformation_length()- Submodules
- gluonts.zebras package
BatchSplitFrameBatchTimeFrameBatchTimeSeriesFreqPeriodPeriodsSplitFrameSplitFrame.as_dict()SplitFrame.default_tdimSplitFrame.futureSplitFrame.future_lengthSplitFrame.indexSplitFrame.metadataSplitFrame.pastSplitFrame.past_lengthSplitFrame.remove()SplitFrame.resize()SplitFrame.set()SplitFrame.set_future()SplitFrame.set_like()SplitFrame.set_past()SplitFrame.staticSplitFrame.tdimsSplitFrame.with_index()
TimeFrameTimeFrame.apply()TimeFrame.as_dict()TimeFrame.astype()TimeFrame.columnsTimeFrame.default_tdimTimeFrame.eq_shape()TimeFrame.eq_to()TimeFrame.from_pandas()TimeFrame.indexTimeFrame.lengthTimeFrame.like()TimeFrame.metadataTimeFrame.pad()TimeFrame.remove()TimeFrame.remove_static()TimeFrame.rename()TimeFrame.rename_static()TimeFrame.rolsplit()TimeFrame.set()TimeFrame.set_like()TimeFrame.set_static()TimeFrame.split()TimeFrame.stack()TimeFrame.staticTimeFrame.tdims
TimeSeriesfreq()period()periods()split_frame()time_frame()time_series()- Submodules
Submodules#
- gluonts.env module
- gluonts.exceptions module
- gluonts.gluonts_tqdm module
- gluonts.itertools module
CachedChainCyclicFilterFuseIterableSliceMapPickleCachedPseudoShuffledRandomYieldSizedIterableSizedIterableSliceStarMapbatcher()chop()columns_to_rows()inverse()join_items()maybe_len()partition()pluck_attr()power_set()prod()replace()roundrobin()rows_to_columns()select()split()split_into()trim_nans()
- gluonts.json module
- gluonts.maybe module
MaybeMaybe.and_()Maybe.and_then()Maybe.contains()Maybe.do()Maybe.expect()Maybe.filter()Maybe.flatten()Maybe.is_none()Maybe.is_some()Maybe.iter()Maybe.map()Maybe.map_or()Maybe.map_or_else()Maybe.or_()Maybe.or_else()Maybe.unbox()Maybe.unwrap()Maybe.unwrap_or()Maybe.unwrap_or_else()Maybe.xor()Maybe.zip()Maybe.zip_with()
SomeSome.and_()Some.and_then()Some.contains()Some.do()Some.expect()Some.filter()Some.flatten()Some.is_some()Some.iter()Some.map()Some.map_or()Some.map_or_else()Some.or_()Some.or_else()Some.unbox()Some.unwrap()Some.unwrap_or()Some.unwrap_or_else()Some.valSome.xor()Some.zip()Some.zip_with()
and_()and_then()box()contains()do()expect()filter()flatten()iter()map()map_or()map_or_else()or_()or_else()unbox()unwrap()unwrap_or()unwrap_or_else()xor()zip()zip_with()
- gluonts.util module