├── .gitattributes ├── .github └── workflows │ └── main.yml ├── .gitignore ├── CHANGELOG.md ├── LICENSE.txt ├── README.rst ├── docs ├── Makefile ├── README.md ├── _static │ └── css │ │ └── custom.css ├── api │ ├── api.rst │ ├── covariance.rst │ ├── exp_smooth.rst │ ├── kalman_filter.rst │ ├── processes.rst │ ├── state_space.rst │ └── utils.rst ├── conf.py ├── examples │ ├── air_quality.ipynb │ ├── aq_daily.csv │ ├── aq_weekly.csv │ ├── electricity.ipynb │ ├── electricity │ │ └── .gitkeep │ └── examples.rst ├── examples_air_quality_6_2.png ├── expanding_window.png ├── index.rst ├── macros.hrst ├── make.bat └── quick_start.py ├── pyproject.toml ├── tests ├── __init__.py ├── test_covariance.py ├── test_data_utils.py ├── test_kalman_filter.py ├── test_process.py └── test_training.py └── torchcast ├── __init__.py ├── covariance ├── __init__.py ├── base.py └── util.py ├── exp_smooth ├── __init__.py ├── exp_smooth.py └── smoothing_matrix.py ├── internals ├── __init__.py └── utils.py ├── kalman_filter ├── __init__.py ├── binomial_filter.py ├── ekf.py └── kalman_filter.py ├── process ├── __init__.py ├── base.py ├── local.py ├── regression.py ├── season.py └── utils.py ├── state_space ├── __init__.py ├── base.py ├── predictions.py └── ss_step.py └── utils ├── __init__.py ├── baseline.py ├── data.py ├── datasets.py ├── features.py ├── outliers.py ├── stopping.py └── training.py /.gitattributes: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/strongio/torchcast/HEAD/.gitattributes -------------------------------------------------------------------------------- /.github/workflows/main.yml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/strongio/torchcast/HEAD/.github/workflows/main.yml -------------------------------------------------------------------------------- /.gitignore: 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