Multiple time series prediction with neural networks

[chengjun]

PyTorch Forecasting

PyTorch Forecasting is a PyTorch-based package for forecasting time series with state-of-the-art network architectures. It provides a high-level API for training networks on pandas data frames and leverages PyTorch Lightning for scalable training on (multiple) GPUs, CPUs and for automatic logging.

https://github.com/jdb78/pytorch-forecasting

pip install pytorch-forecasting

The stallion tutorial

https://github.com/jdb78/pytorch-forecasting/blob/master/docs/source/tutorials/stallion.ipynb

Data

https://archive.ics.uci.edu/ml/datasets/Beijing+PM2.5+Data