├── .gitignore ├── .vscode ├── launch.json └── settings.json ├── ERRATA.md ├── LICENSE ├── README.md ├── TODO.md ├── anaconda_env.yml ├── conda_env_new.yml ├── nbeats_best_config.json ├── nbeats_best_config.yaml ├── notebooks ├── Chapter01 │ └── 01-DGP_and_Synthetic_Timeseries.ipynb ├── Chapter02 │ ├── 01-Pandas_Refresher_&_Missing_Values_Treatment.ipynb │ ├── 02-Preprocessing_London_Smart_Meter_Dataset.ipynb │ ├── 03-Handling_Missing_Data_(Long Gaps).ipynb │ └── au_airquality.csv ├── Chapter03 │ ├── 01-Visualizing_Time_Series.ipynb │ ├── 02-Decomposing_Time_Series.ipynb │ └── 03-Outlier_Detection_and_Treatment.ipynb ├── Chapter04 │ ├── 01-Setting_up_Experiment_Harness.ipynb │ ├── 02-Baseline_Forecasts_using_NIXTLA.ipynb │ └── 03-Forecastability.ipynb ├── Chapter05 │ └── 01-Underfitting_vs_Overfitting.ipynb ├── Chapter06 │ ├── 01-Feature_Engineering(ML_Forecast).ipynb │ └── 01-Feature_Engineering.ipynb ├── Chapter07 │ ├── 02-Dealing_with_Non-Stationarity.ipynb │ └── 02a-Dealing_with_Non-Stationarity-Train+Val.ipynb ├── Chapter08 │ ├── 00-Single_Step_Backtesting_Baselines_Nixtla.ipynb │ ├── 01-Forecasting_with_ML.ipynb │ ├── 01a-Forecasting_with_ML_for_Test_Dataset.ipynb │ ├── 02-Forecasting_with_Target_Transformation.ipynb │ └── 02a-Forecasting_with_Target_Transformation(Test).ipynb ├── Chapter09 │ └── 01-Forecast_Combinations.ipynb ├── Chapter10 │ ├── 01-Global_Forecasting_Models-ML.ipynb │ └── 01a-Global_Forecasting_Models-ML-test.ipynb ├── Chapter11 │ ├── 01-Linear_Algebra_Intuition.ipynb │ ├── 02-Activation_Functions.ipynb │ └── 03-Gradient_Descent.ipynb ├── Chapter12 │ ├── 01-PyTorch_Basics.ipynb │ └── 02-Building_Blocks.ipynb ├── Chapter13 │ ├── 01-Tabular_Regression.ipynb │ ├── 02-One-Step_RNN.ipynb │ └── 03-Seq2Seq_RNN.ipynb ├── Chapter14 │ ├── 01-Seq2Seq_RNN_with_Attention.ipynb │ ├── 02-Self-Attention_and_Multi-Headed_Attention.ipynb │ └── 03-Transformers.ipynb ├── Chapter15 │ ├── 01-Global_Deep_Learning_Models.ipynb │ └── saved_weights │ │ ├── baseline.wt │ │ ├── baseline_sampled.wt │ │ ├── baseline_time_varying.wt │ │ ├── baseline_time_varying_sampled.wt │ │ ├── baseline_time_varying_static.wt │ │ ├── baseline_time_varying_static_sampled.wt │ │ ├── baseline_time_varying_static_scale.wt │ │ ├── baseline_time_varying_static_scale_sampled.wt │ │ ├── baseline_time_varying_static_scale_weighted_sampler.wt │ │ └── baseline_time_varying_static_scale_weighted_sampler_sampled.wt ├── Chapter16 │ ├── 01-NBEATS_NeuralForecast.ipynb │ ├── 02-NHITS_NeuralForecast.ipynb │ ├── 03-Autoformer_NeuralForecast.ipynb │ ├── 04-DLinear_NeuralForecast.ipynb │ ├── 05-NLinear_NeuralForecast.ipynb │ ├── 06-PatchTST_NeuralForecast.ipynb │ ├── 07-iTransformer_NeuralForecast.ipynb │ ├── 08-TFT_NeuralForecast.ipynb │ ├── 09-TSMixer_NeuralForecast.ipynb │ └── saved_params_config │ │ ├── Autoformer_best_config.json │ │ ├── DLinear_best_config.json │ │ ├── Informer_best_config.json │ │ ├── NHITS_best_config.json │ │ ├── NLinear_best_config.json │ │ ├── PatchTST_best_config.json │ │ ├── TFT_best_config.json │ │ ├── TSMixer_best_config.json │ │ ├── TimesNet_best_config.json │ │ ├── iTransformer_best_config.json │ │ └── nbeats_best_config.json ├── Chapter17 │ ├── 00-Confidence_Levels_Error_Rates_and_Quantiles.ipynb │ ├── 01-NGBoost_prediction_intervals.ipynb │ ├── 02-NeuralForecast_prediction_intervals_PDF.ipynb │ ├── 03-Understanding_Quantile_Loss.ipynb │ ├── 04-LightGBM_Prediction_Interval_Quantile_Loss.ipynb │ ├── 05-NeuralForecast_prediction_intervals_Quantile_Loss.ipynb │ ├── 06-Prediction_Intervals_MCDropout.ipynb │ ├── 07-Understanding_Conformal_Prediction.ipynb │ ├── 08-Quantiles_and_Weighted_Quantiles.ipynb │ └── 09-Conformal_Techniques.ipynb ├── Chapter19 │ ├── 01-Loss_Curves_and_Symmetry.ipynb │ ├── 01-Validation Strategies.ipynb │ ├── 02-Over_and_Under_Forecasting.ipynb │ └── 03-Experimental_Study.ipynb └── Chapter20 │ └── 01-Validation_Strategies.ipynb ├── pytorch_forecasting ├── README.md ├── __init__.py ├── data │ ├── __init__.py │ ├── encoders.py │ ├── examples.py │ ├── samplers.py │ └── timeseries.py ├── metrics │ ├── __init__.py │ ├── _mqf2_utils.py │ ├── base_metrics.py │ ├── distributions.py │ ├── point.py │ └── quantile.py ├── models │ ├── __init__.py │ ├── base_model.py │ ├── baseline.py │ ├── deepar │ │ └── __init__.py │ ├── mlp │ │ ├── __init__.py │ │ └── submodules.py │ ├── nbeats │ │ ├── __init__.py │ │ └── sub_modules.py │ ├── nhits │ │ ├── __init__.py │ │ └── sub_modules.py │ ├── nn │ │ ├── __init__.py │ │ ├── embeddings.py │ │ └── rnn.py │ ├── rnn │ │ └── __init__.py │ └── temporal_fusion_transformer │ │ ├── __init__.py │ │ ├── sub_modules.py │ │ └── tuning.py └── utils.py ├── requirements_new.txt ├── scripts └── download_data.py ├── src ├── conformal │ └── conformal_predictions.py ├── decomposition │ └── seasonal.py ├── dl │ ├── attention.py │ ├── dataloaders.py │ ├── models.py │ ├── nf_models.py │ └── ptf_models.py ├── feature_engineering │ ├── autoregressive_features.py │ └── temporal_features.py ├── forecastability │ ├── cov.py │ ├── entropy.py │ └── kaboudan.py ├── forecasting │ ├── baselines.py │ ├── ensembling.py │ └── ml_forecasting.py ├── imputation │ ├── _solver.py │ ├── interpolation.py │ └── matrix_recovery.py ├── logger_api.py ├── outliers │ └── outlier_detection.py ├── synthetic_ts │ ├── __init__.py │ └── autoregressive.py ├── transforms │ ├── stationary_utils.py │ └── target_transformations.py └── utils │ ├── __init__.py │ ├── data_utils.py │ ├── general.py │ ├── plotting_utils.py │ └── ts_utils.py ├── test_data_download.py ├── test_installation.py └── tet.ipynb /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/.gitignore -------------------------------------------------------------------------------- /.vscode/launch.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/.vscode/launch.json -------------------------------------------------------------------------------- /.vscode/settings.json: -------------------------------------------------------------------------------- 1 | { 2 | "python.formatting.provider": "black" 3 | } -------------------------------------------------------------------------------- /ERRATA.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/ERRATA.md -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/README.md -------------------------------------------------------------------------------- /TODO.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/TODO.md -------------------------------------------------------------------------------- /anaconda_env.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/anaconda_env.yml -------------------------------------------------------------------------------- /conda_env_new.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/conda_env_new.yml -------------------------------------------------------------------------------- /nbeats_best_config.json: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /nbeats_best_config.yaml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/nbeats_best_config.yaml -------------------------------------------------------------------------------- /notebooks/Chapter01/01-DGP_and_Synthetic_Timeseries.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter01/01-DGP_and_Synthetic_Timeseries.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter02/01-Pandas_Refresher_&_Missing_Values_Treatment.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter02/01-Pandas_Refresher_&_Missing_Values_Treatment.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter02/02-Preprocessing_London_Smart_Meter_Dataset.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter02/02-Preprocessing_London_Smart_Meter_Dataset.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter02/03-Handling_Missing_Data_(Long Gaps).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter02/03-Handling_Missing_Data_(Long Gaps).ipynb -------------------------------------------------------------------------------- /notebooks/Chapter02/au_airquality.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter02/au_airquality.csv -------------------------------------------------------------------------------- /notebooks/Chapter03/01-Visualizing_Time_Series.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter03/01-Visualizing_Time_Series.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter03/02-Decomposing_Time_Series.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter03/02-Decomposing_Time_Series.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter03/03-Outlier_Detection_and_Treatment.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter03/03-Outlier_Detection_and_Treatment.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter04/01-Setting_up_Experiment_Harness.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter04/01-Setting_up_Experiment_Harness.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter04/02-Baseline_Forecasts_using_NIXTLA.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter04/02-Baseline_Forecasts_using_NIXTLA.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter04/03-Forecastability.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter04/03-Forecastability.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter05/01-Underfitting_vs_Overfitting.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter05/01-Underfitting_vs_Overfitting.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter06/01-Feature_Engineering(ML_Forecast).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter06/01-Feature_Engineering(ML_Forecast).ipynb -------------------------------------------------------------------------------- /notebooks/Chapter06/01-Feature_Engineering.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter06/01-Feature_Engineering.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter07/02-Dealing_with_Non-Stationarity.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter07/02-Dealing_with_Non-Stationarity.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter07/02a-Dealing_with_Non-Stationarity-Train+Val.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter07/02a-Dealing_with_Non-Stationarity-Train+Val.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter08/00-Single_Step_Backtesting_Baselines_Nixtla.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter08/00-Single_Step_Backtesting_Baselines_Nixtla.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter08/01-Forecasting_with_ML.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter08/01-Forecasting_with_ML.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter08/01a-Forecasting_with_ML_for_Test_Dataset.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter08/01a-Forecasting_with_ML_for_Test_Dataset.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter08/02-Forecasting_with_Target_Transformation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter08/02-Forecasting_with_Target_Transformation.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter08/02a-Forecasting_with_Target_Transformation(Test).ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter08/02a-Forecasting_with_Target_Transformation(Test).ipynb -------------------------------------------------------------------------------- /notebooks/Chapter09/01-Forecast_Combinations.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter09/01-Forecast_Combinations.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter10/01-Global_Forecasting_Models-ML.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter10/01-Global_Forecasting_Models-ML.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter10/01a-Global_Forecasting_Models-ML-test.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter10/01a-Global_Forecasting_Models-ML-test.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter11/01-Linear_Algebra_Intuition.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter11/01-Linear_Algebra_Intuition.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter11/02-Activation_Functions.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter11/02-Activation_Functions.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter11/03-Gradient_Descent.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter11/03-Gradient_Descent.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter12/01-PyTorch_Basics.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter12/01-PyTorch_Basics.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter12/02-Building_Blocks.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter12/02-Building_Blocks.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter13/01-Tabular_Regression.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter13/01-Tabular_Regression.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter13/02-One-Step_RNN.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter13/02-One-Step_RNN.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter13/03-Seq2Seq_RNN.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter13/03-Seq2Seq_RNN.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter14/01-Seq2Seq_RNN_with_Attention.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter14/01-Seq2Seq_RNN_with_Attention.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter14/02-Self-Attention_and_Multi-Headed_Attention.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter14/02-Self-Attention_and_Multi-Headed_Attention.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter14/03-Transformers.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter14/03-Transformers.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter15/01-Global_Deep_Learning_Models.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/01-Global_Deep_Learning_Models.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_sampled.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_sampled.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying_sampled.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying_sampled.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying_static.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying_static.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying_static_sampled.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying_static_sampled.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale_sampled.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale_sampled.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale_weighted_sampler.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale_weighted_sampler.wt -------------------------------------------------------------------------------- /notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale_weighted_sampler_sampled.wt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter15/saved_weights/baseline_time_varying_static_scale_weighted_sampler_sampled.wt -------------------------------------------------------------------------------- /notebooks/Chapter16/01-NBEATS_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/01-NBEATS_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/02-NHITS_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/02-NHITS_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/03-Autoformer_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/03-Autoformer_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/04-DLinear_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/04-DLinear_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/05-NLinear_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/05-NLinear_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/06-PatchTST_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/06-PatchTST_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/07-iTransformer_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/07-iTransformer_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/08-TFT_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/08-TFT_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/09-TSMixer_NeuralForecast.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/09-TSMixer_NeuralForecast.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/Autoformer_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/Autoformer_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/DLinear_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/DLinear_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/Informer_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/Informer_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/NHITS_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/NHITS_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/NLinear_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/NLinear_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/PatchTST_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/PatchTST_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/TFT_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/TFT_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/TSMixer_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/TSMixer_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/TimesNet_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/TimesNet_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/iTransformer_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/iTransformer_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter16/saved_params_config/nbeats_best_config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter16/saved_params_config/nbeats_best_config.json -------------------------------------------------------------------------------- /notebooks/Chapter17/00-Confidence_Levels_Error_Rates_and_Quantiles.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/00-Confidence_Levels_Error_Rates_and_Quantiles.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/01-NGBoost_prediction_intervals.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/01-NGBoost_prediction_intervals.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/02-NeuralForecast_prediction_intervals_PDF.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/02-NeuralForecast_prediction_intervals_PDF.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/03-Understanding_Quantile_Loss.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/03-Understanding_Quantile_Loss.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/04-LightGBM_Prediction_Interval_Quantile_Loss.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/04-LightGBM_Prediction_Interval_Quantile_Loss.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/05-NeuralForecast_prediction_intervals_Quantile_Loss.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/05-NeuralForecast_prediction_intervals_Quantile_Loss.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/06-Prediction_Intervals_MCDropout.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/06-Prediction_Intervals_MCDropout.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/07-Understanding_Conformal_Prediction.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/07-Understanding_Conformal_Prediction.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/08-Quantiles_and_Weighted_Quantiles.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/08-Quantiles_and_Weighted_Quantiles.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter17/09-Conformal_Techniques.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter17/09-Conformal_Techniques.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter19/01-Loss_Curves_and_Symmetry.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter19/01-Loss_Curves_and_Symmetry.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter19/01-Validation Strategies.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter19/01-Validation Strategies.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter19/02-Over_and_Under_Forecasting.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter19/02-Over_and_Under_Forecasting.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter19/03-Experimental_Study.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter19/03-Experimental_Study.ipynb -------------------------------------------------------------------------------- /notebooks/Chapter20/01-Validation_Strategies.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/notebooks/Chapter20/01-Validation_Strategies.ipynb -------------------------------------------------------------------------------- /pytorch_forecasting/README.md: -------------------------------------------------------------------------------- 1 | Pulled as of 29-06-2024 2 | https://github.com/jdb78/pytorch-forecasting -------------------------------------------------------------------------------- /pytorch_forecasting/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/data/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/data/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/data/encoders.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/data/encoders.py -------------------------------------------------------------------------------- /pytorch_forecasting/data/examples.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/data/examples.py -------------------------------------------------------------------------------- /pytorch_forecasting/data/samplers.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/data/samplers.py -------------------------------------------------------------------------------- /pytorch_forecasting/data/timeseries.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/data/timeseries.py -------------------------------------------------------------------------------- /pytorch_forecasting/metrics/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/metrics/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/metrics/_mqf2_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/metrics/_mqf2_utils.py -------------------------------------------------------------------------------- /pytorch_forecasting/metrics/base_metrics.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/metrics/base_metrics.py -------------------------------------------------------------------------------- /pytorch_forecasting/metrics/distributions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/metrics/distributions.py -------------------------------------------------------------------------------- /pytorch_forecasting/metrics/point.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/metrics/point.py -------------------------------------------------------------------------------- /pytorch_forecasting/metrics/quantile.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/metrics/quantile.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/base_model.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/base_model.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/baseline.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/baseline.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/deepar/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/deepar/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/mlp/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/mlp/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/mlp/submodules.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/mlp/submodules.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/nbeats/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/nbeats/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/nbeats/sub_modules.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/nbeats/sub_modules.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/nhits/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/nhits/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/nhits/sub_modules.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/nhits/sub_modules.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/nn/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/nn/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/nn/embeddings.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/nn/embeddings.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/nn/rnn.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/nn/rnn.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/rnn/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/rnn/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/temporal_fusion_transformer/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/temporal_fusion_transformer/__init__.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/temporal_fusion_transformer/sub_modules.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/temporal_fusion_transformer/sub_modules.py -------------------------------------------------------------------------------- /pytorch_forecasting/models/temporal_fusion_transformer/tuning.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/models/temporal_fusion_transformer/tuning.py -------------------------------------------------------------------------------- /pytorch_forecasting/utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/pytorch_forecasting/utils.py -------------------------------------------------------------------------------- /requirements_new.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/requirements_new.txt -------------------------------------------------------------------------------- /scripts/download_data.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/scripts/download_data.py -------------------------------------------------------------------------------- /src/conformal/conformal_predictions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/conformal/conformal_predictions.py -------------------------------------------------------------------------------- /src/decomposition/seasonal.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/decomposition/seasonal.py -------------------------------------------------------------------------------- /src/dl/attention.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/dl/attention.py -------------------------------------------------------------------------------- /src/dl/dataloaders.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/dl/dataloaders.py -------------------------------------------------------------------------------- /src/dl/models.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/dl/models.py -------------------------------------------------------------------------------- /src/dl/nf_models.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/dl/nf_models.py -------------------------------------------------------------------------------- /src/dl/ptf_models.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/dl/ptf_models.py -------------------------------------------------------------------------------- /src/feature_engineering/autoregressive_features.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/feature_engineering/autoregressive_features.py -------------------------------------------------------------------------------- /src/feature_engineering/temporal_features.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/feature_engineering/temporal_features.py -------------------------------------------------------------------------------- /src/forecastability/cov.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/forecastability/cov.py -------------------------------------------------------------------------------- /src/forecastability/entropy.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/forecastability/entropy.py -------------------------------------------------------------------------------- /src/forecastability/kaboudan.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/forecastability/kaboudan.py -------------------------------------------------------------------------------- /src/forecasting/baselines.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/forecasting/baselines.py -------------------------------------------------------------------------------- /src/forecasting/ensembling.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/forecasting/ensembling.py -------------------------------------------------------------------------------- /src/forecasting/ml_forecasting.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/forecasting/ml_forecasting.py -------------------------------------------------------------------------------- /src/imputation/_solver.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/imputation/_solver.py -------------------------------------------------------------------------------- /src/imputation/interpolation.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/imputation/interpolation.py -------------------------------------------------------------------------------- /src/imputation/matrix_recovery.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/imputation/matrix_recovery.py -------------------------------------------------------------------------------- /src/logger_api.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/logger_api.py -------------------------------------------------------------------------------- /src/outliers/outlier_detection.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/outliers/outlier_detection.py -------------------------------------------------------------------------------- /src/synthetic_ts/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /src/synthetic_ts/autoregressive.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/synthetic_ts/autoregressive.py -------------------------------------------------------------------------------- /src/transforms/stationary_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/transforms/stationary_utils.py -------------------------------------------------------------------------------- /src/transforms/target_transformations.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/transforms/target_transformations.py -------------------------------------------------------------------------------- /src/utils/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/utils/__init__.py -------------------------------------------------------------------------------- /src/utils/data_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/utils/data_utils.py -------------------------------------------------------------------------------- /src/utils/general.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/utils/general.py -------------------------------------------------------------------------------- /src/utils/plotting_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/utils/plotting_utils.py -------------------------------------------------------------------------------- /src/utils/ts_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/src/utils/ts_utils.py -------------------------------------------------------------------------------- /test_data_download.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/test_data_download.py -------------------------------------------------------------------------------- /test_installation.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/test_installation.py -------------------------------------------------------------------------------- /tet.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/PacktPublishing/Modern-Time-Series-Forecasting-with-Python-2E/HEAD/tet.ipynb --------------------------------------------------------------------------------