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.
- time_series (list): List of time series