Index

_

_inject() (gluonts.core.settings.Settings method)

_let() (gluonts.core.settings.Settings method) _push() (gluonts.core.settings.Settings method)

A

AddAgeFeature (class in gluonts.transform) AddAggregateLags (class in gluonts.transform) AddConstFeature (class in gluonts.transform) AddObservedValuesIndicator (class in gluonts.transform) AddTimeFeatures (class in gluonts.transform)

AdhocTransform (class in gluonts.transform) ArrowWriter (class in gluonts.dataset.arrow) as_in_context() (in module gluonts.mx) as_symbol_block_predictor() (gluonts.mx.GluonPredictor method) (gluonts.mx.RepresentableBlockPredictor method) AsNumpyArray (class in gluonts.transform)

B

backtest_metrics() (in module gluonts.evaluation) batchify() (in module gluonts.mx)

BlockType (gluonts.mx.GluonPredictor attribute) (gluonts.mx.RepresentableBlockPredictor attribute) BucketInstanceSampler (class in gluonts.transform)

C

calculate_aggregate_multivariate_metrics() (gluonts.evaluation.MultivariateEvaluator method) calculate_aggregate_vector_metrics() (gluonts.evaluation.MultivariateEvaluator method) CanonicalInstanceSplitter (class in gluonts.transform) CausalMeanValueImputation (class in gluonts.transform) cdf_to_gaussian_forward_transform() (in module gluonts.transform) CDFtoGaussianTransform (class in gluonts.transform) Chain (class in gluonts.transform) ConcatFeatures (class in gluonts.transform) Constant (class in gluonts.time_feature)

ContinuousTimeInstanceSplitter (class in gluonts.transform) ContinuousTimePointSampler (class in gluonts.transform) ContinuousTimePredictionSampler (class in gluonts.transform) ContinuousTimeUniformSampler (class in gluonts.transform) count_model_params() (gluonts.mx.Trainer method) create_predictor() (gluonts.mx.GluonEstimator method) create_training_data_loader() (gluonts.mx.GluonEstimator method) create_training_network() (gluonts.mx.GluonEstimator method) create_transformation() (gluonts.mx.GluonEstimator method) create_validation_data_loader() (gluonts.mx.GluonEstimator method)

D

Dataset (class in gluonts.dataset) DatasetCollection (class in gluonts.dataset) datasets (gluonts.dataset.DatasetCollection attribute) DatasetWriter (class in gluonts.dataset), [1] DayOfMonth (class in gluonts.time_feature) DayOfMonthIndex (class in gluonts.time_feature) DayOfWeek (class in gluonts.time_feature) DayOfWeekIndex (class in gluonts.time_feature) DayOfYear (class in gluonts.time_feature) DayOfYearIndex (class in gluonts.time_feature)

decode() (in module gluonts.core.serde) DeepAREstimator (class in gluonts.model.deepar) default_quantiles (gluonts.evaluation.Evaluator attribute) deserialize() (gluonts.mx.RepresentableBlockPredictor class method) distr_cls (gluonts.mx.DistributionOutput attribute) distribution() (gluonts.mx.DistributionOutput method) DistributionOutput (class in gluonts.mx) domain_map() (gluonts.mx.DistributionOutput method) DummyValueImputation (class in gluonts.transform) dump_code() (in module gluonts.core.serde) dump_json() (in module gluonts.core.serde)

E

encode() (in module gluonts.core.serde) Evaluator (class in gluonts.evaluation) event_dim (gluonts.mx.DistributionOutput property) event_shape (gluonts.mx.DistributionOutput property) ExpandDimArray (class in gluonts.transform) ExpectedNumInstanceSampler (class in gluonts.transform)

extract_aggregate_forecast() (gluonts.evaluation.MultivariateEvaluator static method) extract_aggregate_target() (gluonts.evaluation.MultivariateEvaluator static method) extract_forecast_by_dim() (gluonts.evaluation.MultivariateEvaluator static method) extract_past_data() (gluonts.evaluation.Evaluator static method) extract_pred_target() (gluonts.evaluation.Evaluator static method) extract_target_by_dim() (gluonts.evaluation.MultivariateEvaluator static method)

F

FilterTransformation (class in gluonts.transform) FlatMapTransformation (class in gluonts.transform)

fqname_for() (in module gluonts.core) from_hyperparameters() (gluonts.mx.GluonEstimator class method)

G

get_aggregate_metrics() (gluonts.evaluation.Evaluator method) get_eval_dims() (gluonts.evaluation.MultivariateEvaluator method) get_lags_for_frequency() (in module gluonts.time_feature) get_metrics_per_ts() (gluonts.evaluation.Evaluator method) get_seasonality() (in module gluonts.time_feature) get_target_dimensionality() (gluonts.evaluation.MultivariateEvaluator static method) GluonEstimator (class in gluonts.mx) GluonPredictor (class in gluonts.mx) gluonts.core module gluonts.core.serde module gluonts.core.settings module gluonts.dataset module

gluonts.dataset.DataBatch (built-in variable) gluonts.dataset.DataEntry (built-in variable) gluonts.evaluation module gluonts.mx module gluonts.shell module gluonts.time_feature module gluonts.torch module gluonts.transform module

H

HourOfDay (class in gluonts.time_feature)

HourOfDayIndex (class in gluonts.time_feature) hybridize() (gluonts.mx.GluonPredictor method)

I

Identity (class in gluonts.transform) inject() (in module gluonts.core.settings) InstanceSampler (class in gluonts.transform)

InstanceSplitter (class in gluonts.transform) interleave (gluonts.dataset.DatasetCollection attribute) iter_interleaved() (gluonts.dataset.DatasetCollection method) iter_sequential() (gluonts.dataset.DatasetCollection method)

J

JsonLinesWriter (class in gluonts.dataset.jsonl)

L

LastValueImputation (class in gluonts.transform) lead_time (gluonts.mx.GluonEstimator attribute) LeavesMissingValues (class in gluonts.transform)

let() (in module gluonts.core.settings) ListFeatures (class in gluonts.transform) load_json() (in module gluonts.core.serde)

M

make_evaluation_predictions() (in module gluonts.evaluation) MapTransformation (class in gluonts.transform) MeanValueImputation (class in gluonts.transform) MinuteOfHour (class in gluonts.time_feature) MinuteOfHourIndex (class in gluonts.time_feature) MissingValueImputation (class in gluonts.transform) module gluonts.core gluonts.core.serde gluonts.core.settings gluonts.dataset gluonts.evaluation gluonts.mx gluonts.shell gluonts.time_feature gluonts.torch gluonts.transform

MonthOfYear (class in gluonts.time_feature) MonthOfYearIndex (class in gluonts.time_feature) MultivariateEvaluator (class in gluonts.evaluation)

N

norm_freq_str() (in module gluonts.time_feature)

P

ParquetWriter (class in gluonts.dataset.arrow) peek() (gluonts.evaluation.MultivariateEvaluator static method)

predict() (gluonts.mx.GluonPredictor method) prediction_length (gluonts.mx.GluonEstimator attribute)

R

RemoveFields (class in gluonts.transform) RenameFields (class in gluonts.transform)

RepresentableBlockPredictor (class in gluonts.mx) RollingMeanValueImputation (class in gluonts.transform)

S

SampleTargetDim (class in gluonts.transform) SecondOfMinute (class in gluonts.time_feature) SecondOfMinuteIndex (class in gluonts.time_feature) SelectFields (class in gluonts.transform) serialize() (gluonts.mx.GluonPredictor method) (gluonts.mx.RepresentableBlockPredictor method) serialize_prediction_net() (gluonts.mx.GluonPredictor method) (gluonts.mx.RepresentableBlockPredictor method)

SetField (class in gluonts.transform) SetFieldIfNotPresent (class in gluonts.transform) Settings (class in gluonts.core.settings) SimpleTransformation (class in gluonts.transform) SpecialDateFeatureSet (class in gluonts.time_feature) SwapAxes (class in gluonts.transform)

T

TargetDimIndicator (class in gluonts.transform) time_features_from_frequency_str() (in module gluonts.time_feature) TimeFeature (class in gluonts.time_feature) train() (gluonts.mx.GluonEstimator method)

train_model() (gluonts.mx.GluonEstimator method) Trainer (class in gluonts.mx) Transformation (class in gluonts.transform) TransformedDataset (class in gluonts.transform)

U

UniformSplitSampler (class in gluonts.transform)

V

value_in_support (gluonts.mx.DistributionOutput property)

VstackFeatures (class in gluonts.transform)

W

WeekOfYear (class in gluonts.time_feature) WeekOfYearIndex (class in gluonts.time_feature)

winsorized_cutoff() (gluonts.transform.CDFtoGaussianTransform static method) write_to_file() (gluonts.dataset.DatasetWriter method), [1] write_to_folder() (gluonts.dataset.DatasetWriter method), [1]