API Docs#
Subpackages#
- gluonts.core package
- gluonts.dataset package
Dataset
DatasetCollection
DatasetWriter
- 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
AverageMeanScaledQuantileLoss
BaseMetricDefinition
Coverage
DerivedMetric
DirectMetric
MAE
MAECoverage
MAPE
MASE
MSE
MSIS
MeanAbsoluteLabel
MeanScaledQuantileLoss
MeanSumQuantileLoss
MeanWeightedSumQuantileLoss
Metric
MetricCollection
MetricDefinition
MetricDefinitionCollection
ND
NRMSE
OWA
RMSE
SMAPE
SumAbsoluteError
SumAbsoluteLabel
SumError
SumNumMaskedTargetValues
SumQuantileLoss
WeightedSumQuantileLoss
- gluonts.ev.stats module
- gluonts.ev.ts_stats module
- gluonts.evaluation package
Evaluator
MultivariateEvaluator
MultivariateEvaluator.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
ADIDAPredictor
AutoARIMAPredictor
AutoCESPredictor
AutoETSPredictor
AutoThetaPredictor
CrostonClassicPredictor
CrostonOptimizedPredictor
CrostonSBAPredictor
DynamicOptimizedThetaPredictor
DynamicThetaPredictor
HistoricAveragePredictor
HoltPredictor
HoltWintersPredictor
IMAPAPredictor
MSTLPredictor
ModelConfig
NaivePredictor
OptimizedThetaPredictor
RandomWalkWithDriftPredictor
SeasonalExponentialSmoothingOptimizedPredictor
SeasonalExponentialSmoothingPredictor
SeasonalNaivePredictor
SeasonalWindowAveragePredictor
SimpleExponentialSmoothingOptimizedPredictor
SimpleExponentialSmoothingPredictor
StatsForecastPredictor
TSBPredictor
ThetaPredictor
WindowAveragePredictor
- gluonts.meta package
- gluonts.model package
Estimator
Forecast
IncrementallyTrainable
Input
InputSpec
Predictor
QuantileForecast
SampleForecast
evaluate_forecasts()
evaluate_model()
- Subpackages
- Submodules
- gluonts.mx package
- Subpackages
- gluonts.mx.block package
- gluonts.mx.distribution package
Beta
BetaOutput
Binned
BinnedOutput
BoxCoxTransformOutput
Categorical
CategoricalOutput
Deterministic
DeterministicOutput
Dirichlet
DirichletMultinomial
DirichletMultinomialOutput
DirichletOutput
Distribution
DistributionOutput
EmpiricalDistribution
EmpiricalDistributionOutput
FixedKnotsPiecewiseLinearOutput
Gamma
GammaOutput
Gaussian
GaussianOutput
GenPareto
GenParetoOutput
ISQF
ISQFOutput
InverseBoxCoxTransformOutput
Laplace
LaplaceFixedVarianceOutput
LaplaceOutput
LogitNormal
LogitNormalOutput
LowrankMultivariateGaussian
LowrankMultivariateGaussianOutput
MixtureDistribution
MixtureDistributionOutput
MultivariateGaussian
MultivariateGaussianOutput
NanMixture
NanMixtureOutput
NegativeBinomial
NegativeBinomialOutput
OneInflatedBeta
OneInflatedBetaOutput
PiecewiseLinear
PiecewiseLinearOutput
Poisson
PoissonOutput
StudentT
StudentTOutput
TransformedDistribution
TransformedDistributionOutput
TransformedPiecewiseLinear
Uniform
UniformOutput
ZeroAndOneInflatedBeta
ZeroAndOneInflatedBetaOutput
ZeroInflatedBeta
ZeroInflatedBetaOutput
ZeroInflatedNegativeBinomialOutput()
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
Constant
SpecialDateFeatureSet
day_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
DLinearEstimator
DeepAREstimator
DeepNPTSEstimator
LagTSTEstimator
PatchTSTEstimator
PyTorchLightningEstimator
PyTorchLightningEstimator.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()
PyTorchPredictor
SimpleFeedForwardEstimator
TemporalFusionTransformerEstimator
TemporalFusionTransformerEstimator.create_lightning_module()
TemporalFusionTransformerEstimator.create_predictor()
TemporalFusionTransformerEstimator.create_training_data_loader()
TemporalFusionTransformerEstimator.create_transformation()
TemporalFusionTransformerEstimator.create_validation_data_loader()
TemporalFusionTransformerEstimator.input_names()
TiDEEstimator
WaveNetEstimator
- Subpackages
- gluonts.torch.distributions package
AffineTransformed
BetaOutput
BinnedUniforms
BinnedUniformsOutput
DiscreteDistribution
DistributionOutput
GammaOutput
GeneralizedPareto
GeneralizedParetoOutput
ISQF
ISQFOutput
ImplicitQuantileNetwork
ImplicitQuantileNetworkOutput
LaplaceOutput
NegativeBinomialOutput
NormalOutput
Output
PiecewiseLinear
PiecewiseLinearOutput
PoissonOutput
QuantileOutput
SplicedBinnedPareto
SplicedBinnedParetoOutput
StudentTOutput
TruncatedNormal
TruncatedNormalOutput
- Submodules
- gluonts.torch.model package
- gluonts.torch.modules package
- gluonts.torch.distributions package
- Submodules
- gluonts.transform package
AddAgeFeature
AddAggregateLags
AddConstFeature
AddObservedValuesIndicator
AddTimeFeatures
AdhocTransform
AsNumpyArray
BucketInstanceSampler
CDFtoGaussianTransform
CanonicalInstanceSplitter
CausalMeanValueImputation
Chain
ConcatFeatures
ContinuousTimeInstanceSplitter
ContinuousTimePointSampler
ContinuousTimePredictionSampler
ContinuousTimeUniformSampler
DummyValueImputation
ExpandDimArray
ExpectedNumInstanceSampler
FilterTransformation
FlatMapTransformation
Identity
InstanceSampler
InstanceSplitter
LastValueImputation
LeavesMissingValues
ListFeatures
MapTransformation
MeanValueImputation
MissingValueImputation
NumInstanceSampler
QuantizeMeanScaled
RemoveFields
RenameFields
RollingMeanValueImputation
SampleTargetDim
SelectFields
SetField
SetFieldIfNotPresent
SimpleTransformation
SwapAxes
TargetDimIndicator
TestSplitSampler()
Transformation
TransformedDataset
UniformSplitSampler
ValidationSplitSampler()
Valmap
VstackFeatures
cdf_to_gaussian_forward_transform()
target_transformation_length()
- Submodules
- gluonts.zebras package
BatchSplitFrame
BatchTimeFrame
BatchTimeSeries
Freq
Period
Periods
SplitFrame
SplitFrame.as_dict()
SplitFrame.default_tdim
SplitFrame.future
SplitFrame.future_length
SplitFrame.index
SplitFrame.metadata
SplitFrame.past
SplitFrame.past_length
SplitFrame.remove()
SplitFrame.resize()
SplitFrame.set()
SplitFrame.set_future()
SplitFrame.set_like()
SplitFrame.set_past()
SplitFrame.static
SplitFrame.tdims
SplitFrame.with_index()
TimeFrame
TimeFrame.apply()
TimeFrame.as_dict()
TimeFrame.astype()
TimeFrame.columns
TimeFrame.default_tdim
TimeFrame.eq_shape()
TimeFrame.eq_to()
TimeFrame.from_pandas()
TimeFrame.index
TimeFrame.length
TimeFrame.like()
TimeFrame.metadata
TimeFrame.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.static
TimeFrame.tdims
TimeSeries
freq()
period()
periods()
split_frame()
time_frame()
time_series()
- Submodules
Submodules#
- gluonts.env module
- gluonts.exceptions module
- gluonts.gluonts_tqdm module
- gluonts.itertools module
Cached
Chain
Cyclic
Filter
Fuse
IterableSlice
Map
PickleCached
PseudoShuffled
RandomYield
SizedIterable
SizedIterableSlice
StarMap
batcher()
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
Maybe
Maybe.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()
Some
Some.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.val
Some.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