PyTorch Time Series Forecasting

Contributions of this repository

• PyTorch implementation on popular neural network time series forecasting solutions
• beginner friendly: comments with tensor dimensions

Algorithms

• Seq2Seq
• WaveNet

Examples

• seq2seq: ./examples/M5-forecasting-seq2seq.ipynb

• WaveNet: ./examples/M5-forecasting-wavenet.ipynb

Reference

• Seq2Seq
  • https://github.com/Arturus/kaggle-web-traffic
  • https://github.com/bentrevett/pytorch-seq2seq
  • https://github.com/JEddy92/TimeSeries_Seq2Seq
• WaveNet
  • https://github.com/NVIDIA/nv-wavenet/blob/03f69576f6c6b984340c1ddef2288e3f7d1102ca/pytorch/wavenet.py
  • https://github.com/JEddy92/TimeSeries_Seq2Seq/blob/master/notebooks/TS_Seq2Seq_Conv_Full_Exog.ipynb
  • https://github.com/sjvasquez/web-traffic-forecasting/blob/master/cnn.py
  • https://github.com/vincentherrmann/pytorch-wavenet/blob/master/wavenet_training.py