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GluonTS documentation

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GluonTS documentation

Getting started

Installation
Background
Concepts
Available models

Tutorials

Basic Usage
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- Quick Start Tutorial
- Extended Forecasting Tutorial
Data Manipulation
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- pandas.DataFrame based dataset
- Synthetic data generation
Advanced
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API docs

API Docs
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- gluonts.core package
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  - gluonts.core.serde package
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  - gluonts.core.component module
  - gluonts.core.exception module
  - gluonts.core.settings module
  - gluonts.core.ty module
- gluonts.dataset package
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  - gluonts.dataset.arrow package
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  - gluonts.dataset.artificial package
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    - gluonts.dataset.artificial.ar_p module
    - gluonts.dataset.artificial.recipe module
  - gluonts.dataset.repository package
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    - gluonts.dataset.repository.datasets module
  - gluonts.dataset.split package
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    - gluonts.dataset.split.splitter module
  - gluonts.dataset.common module
  - gluonts.dataset.field_names module
  - gluonts.dataset.jsonl module
  - gluonts.dataset.loader module
  - gluonts.dataset.multivariate_grouper module
  - gluonts.dataset.pandas module
  - gluonts.dataset.rolling_dataset module
  - gluonts.dataset.stat module
  - gluonts.dataset.util module
- gluonts.evaluation package
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  - gluonts.evaluation.backtest module
  - gluonts.evaluation.metrics module
- gluonts.meta package
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  - gluonts.meta.colors module
  - gluonts.meta.style module
- gluonts.model package
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  - gluonts.model.canonical package
  - gluonts.model.deep_factor package
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    - gluonts.model.deep_factor.RNNModel module
  - gluonts.model.deepar package
  - gluonts.model.deepstate package
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    - gluonts.model.deepstate.issm module
  - gluonts.model.deepvar package
  - gluonts.model.deepvar_hierarchical package
  - gluonts.model.gp_forecaster package
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    - gluonts.model.gp_forecaster.gaussian_process module
  - gluonts.model.gpvar package
  - gluonts.model.lstnet package
  - gluonts.model.n_beats package
  - gluonts.model.naive_2 package
  - gluonts.model.npts package
  - gluonts.model.prophet package
  - gluonts.model.r_forecast package
  - gluonts.model.renewal package
  - gluonts.model.rotbaum package
  - gluonts.model.san package
  - gluonts.model.seasonal_naive package
  - gluonts.model.seq2seq package
  - gluonts.model.simple_feedforward package
  - gluonts.model.tft package
  - gluonts.model.tpp package
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  - gluonts.model.transformer package
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  - gluonts.model.trivial package
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  - gluonts.model.wavenet package
  - gluonts.model.common module
  - gluonts.model.estimator module
  - gluonts.model.forecast module
  - gluonts.model.forecast_generator module
  - gluonts.model.predictor module
- gluonts.mx package
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- gluonts.nursery package
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  - gluonts.nursery.SCott namespace
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    - gluonts.nursery.SCott.dataset_tools namespace
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    - gluonts.nursery.SCott.model package
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      - gluonts.nursery.SCott.model.ar package
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        gluonts.nursery.SCott.model.ar.ar_estimator module
        
        gluonts.nursery.SCott.model.ar.ar_network module
      - gluonts.nursery.SCott.model.lstm package
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        gluonts.nursery.SCott.model.lstm.lstm_estimator module
        
        gluonts.nursery.SCott.model.lstm.lstm_network module
    - gluonts.nursery.SCott.trainers package
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    - gluonts.nursery.SCott.preprocess_data module
    - gluonts.nursery.SCott.run module
  - gluonts.nursery.anomaly_detection package
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    - gluonts.nursery.anomaly_detection.supervised_metrics package
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      - gluonts.nursery.anomaly_detection.supervised_metrics.bounded_pr_auc module
      - gluonts.nursery.anomaly_detection.supervised_metrics.utils module
    - gluonts.nursery.anomaly_detection.filters module
  - gluonts.nursery.auto_ode namespace
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    - gluonts.nursery.auto_ode.auto_ode module
  - gluonts.nursery.autogluon_tabular package
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  - gluonts.nursery.glide package
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  - gluonts.nursery.gmm_tpp namespace
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    - gluonts.nursery.gmm_tpp.gmm_base module
    - gluonts.nursery.gmm_tpp.simulation module
  - gluonts.nursery.sagemaker_sdk package
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  - gluonts.nursery.spliced_binned_pareto package
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- gluonts.shell package
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  - gluonts.shell.sagemaker package
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  - gluonts.shell.serve package
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    - gluonts.shell.serve.app module
  - gluonts.shell.env module
  - gluonts.shell.exceptions module
  - gluonts.shell.train module
  - gluonts.shell.util module
- gluonts.testutil package
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- gluonts.time_feature package
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- gluonts.torch package
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  - gluonts.torch.distributions package
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  - gluonts.torch.model package
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    - gluonts.torch.model.deepar package
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    - gluonts.torch.model.mqf2 package
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    - gluonts.torch.model.simple_feedforward package
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    - gluonts.torch.model.estimator module
    - gluonts.torch.model.forecast module
    - gluonts.torch.model.forecast_generator module
    - gluonts.torch.model.predictor module
  - gluonts.torch.modules package
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  - gluonts.torch.batchify module
  - gluonts.torch.component module
  - gluonts.torch.prelude module
  - gluonts.torch.util module
- gluonts.transform package
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- gluonts.env module
- gluonts.exceptions module
- gluonts.gluonts_tqdm module
- gluonts.info module
- gluonts.itertools module
- gluonts.json module
- gluonts.util module

Developing

Contributing Guidelines
Development Setup

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gluonts.nursery.tsbench.src.tsbench.analysis.utils.mo_metrics module#

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