time-series is a Python module for machine learning for time-series built on top of tensorflow and is distributed under the MIT license.
This repository was created as a companion repository for chapter 12, Multivariate Forecasting, of the book Machine Learning for Time-Series with Python.
Tensorflow implementations of Time-Series models including these:
- Amazon DeepAR
- Gaussian Processes
- LSTM
- TCN
- Transformer, and
- NBEATS
The time_series.dataset package, part of this library, includes utility functions for loading datasets.
Please see the example notebook for usage and training results.
pip install git+https://github.com/benman1/time-series.gitPull requests welcome!
Contributions from various people have found their way into this repository. Thanks to everyone for their hard work!