You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Copy file name to clipboardExpand all lines: CHANGELOG.md
+20-2Lines changed: 20 additions & 2 deletions
Original file line number
Diff line number
Diff line change
@@ -4,9 +4,27 @@
4
4
Darts is still in an early development phase and we cannot always guarantee backwards compatibility. Changes that may **break code which uses a previous release of Darts** are marked with a "🔴".
Copy file name to clipboardExpand all lines: README.md
+53-25Lines changed: 53 additions & 25 deletions
Original file line number
Diff line number
Diff line change
@@ -33,7 +33,7 @@ on multiple time series, and some of the models offer probabilistic forecasts.
33
33
*[Using Past and Future Covariates](https://medium.com/unit8-machine-learning-publication/time-series-forecasting-using-past-and-future-external-data-with-darts-1f0539585993)
34
34
*[Temporal Convolutional Networks and Forecasting](https://medium.com/unit8-machine-learning-publication/temporal-convolutional-networks-and-forecasting-5ce1b6e97ce4)
35
35
36
-
## Install
36
+
## Quick Install
37
37
38
38
We recommend to first setup a clean Python environment for your project with at least Python 3.7 using your favorite tool ([conda](https://docs.conda.io/projects/conda/en/latest/user-guide/tasks/manage-environments.html"conda-env"), [venv](https://docs.python.org/3/library/venv.html), [virtualenv](https://virtualenv.pypa.io/en/latest/) with or without [virtualenvwrapper](https://virtualenvwrapper.readthedocs.io/en/latest/)).
39
39
@@ -123,35 +123,44 @@ inferences of the underlying states/values.
123
123
Here's a breakdown of the forecasting models currently implemented in Darts. We are constantly working
124
124
on bringing more models and features.
125
125
126
-
Model | Univariate | Multivariate | Probabilistic | Multiple-series training | Past-observed covariates support | Future-known covariates support
127
-
--- | --- | --- | --- | --- | --- | ---
128
-
`ARIMA` | x | | x | | |
129
-
`VARIMA` | x | x | | | |
130
-
`AutoARIMA` | x | | | | |
131
-
`ExponentialSmoothing` | x | | x | | |
132
-
`Theta` and `FourTheta` | x | | | | |
133
-
`Prophet` | x | | | | |
134
-
`FFT` (Fast Fourier Transform) | x | | | | |
135
-
`RegressionModel` (incl `RandomForest` and `LinearRegressionModel`) | x | x | | x | x | x
136
-
`RNNModel` (incl. LSTM and GRU); equivalent to DeepAR in its probabilistic version | x | x | x | x | | x
137
-
`BlockRNNModel` (incl. LSTM and GRU) | x | x | | x | x |
138
-
`NBEATSModel` | x | x | | x | x |
139
-
`TCNModel` | x | x | x | x | x |
140
-
`TransformerModel` | x | x | | x | x |
141
-
Naive Baselines | x | | | | |
142
-
143
-
## Contribute
126
+
Model | Univariate | Multivariate | Probabilistic | Multiple-series training | Past-observed covariates support | Future-known covariates support | Reference
127
+
--- | --- | --- | --- | --- | --- | --- | ---
128
+
`ARIMA` | x | | x | | | |
129
+
`VARIMA` | x | x | | | | |
130
+
`AutoARIMA` | x | | | | | |
131
+
`ExponentialSmoothing` | x | | x | | | |
132
+
`Theta` and `FourTheta` | x | | | | | | [Theta](https://robjhyndman.com/papers/Theta.pdf) & [4 Theta](https://github.com/Mcompetitions/M4-methods/blob/master/4Theta%20method.R)
`RegressionModel` (incl `RandomForest`, `LinearRegressionModel` and `LightGBMModel`) | x | x | | x | x | x |
136
+
`RNNModel` (incl. LSTM and GRU); equivalent to DeepAR in its probabilistic version | x | x | x | x | | x | [DeepAR paper](https://arxiv.org/abs/1704.04110)
137
+
`BlockRNNModel` (incl. LSTM and GRU) | x | x | | x | x | |
138
+
`NBEATSModel` | x | x | | x | x | | [N-BEATS paper](https://arxiv.org/abs/1905.10437)
139
+
`TCNModel` | x | x | x | x | x | | [TCN paper](https://arxiv.org/abs/1803.01271), [DeepTCN paper](https://arxiv.org/abs/1906.04397), [blog post](https://medium.com/unit8-machine-learning-publication/temporal-convolutional-networks-and-forecasting-5ce1b6e97ce4)
140
+
`TransformerModel` | x | x | | x | x | |
141
+
Naive Baselines | x | | | | | |
142
+
143
+
144
+
## Community & Contact
145
+
146
+
Anyone is welcome to join our [Discord server](https://discord.gg/Um3jBTYFsA) to
147
+
ask questions, make proposals, discuss use-cases, and more. If you spot a bug or
148
+
or have a feature request, Github issues are also welcome.
149
+
150
+
If what you want to tell us is not suitable for Discord or Github,
0 commit comments