GluonTS
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About
GluonTS is a Python package designed for probabilistic time series modeling, primarily focusing on deep learning models. The package facilitates installation via pip and requires Python 3.7 or newer. It includes a range of features such as tutorials on basic usage, advanced modeling techniques, and a comprehensive API for model integration. GluonTS supports multiple packages including PyTorch and MXNet, enabling usage of various statistical techniques and model types in forecasting. Users can train models like DeepAR for predictions on datasets, and the library offers extensive documentation for installation, tutorials, and API references. Moreover, GluonTS encourages contributions and has recognized guidelines and references for scientific citations.
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Task
Features
• support for pytorch and mxnet
• probabilistic time series modeling
• documentation for api and usage
• comprehensive tutorials and examples
• deep learning based models
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