Datasets

Inherits from pytorch datasets to allow use with pytorch dataloader.

class datasets.TimeSeriesDataset(time_series, lookback, horizon, step, transform, static_covs=None, thinning=1.0)

Takes a list of time series and provides access to windowed subseries for training.

Arguments:
  • time_series (list): List of time series numpy arrays.
  • lookback (int): Number of time steps used as input for forecasting.
  • horizon (int): Number of time steps to forecast.
  • step (int): Time step size between consecutive examples.
  • transform (transforms.Compose): Specific transformations to apply to time series examples.
  • static_covs (list): Static covariates for each item in time_series list.
  • thinning (float): Fraction of examples to include.