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@vcerqueira
vcerqueira / exceeda.py
Created March 8, 2024 12:46
nhits prob forecasting
import pandas as pd
from datasetsforecast.m3 import M3
from neuralforecast.models import NHITS
from neuralforecast import NeuralForecast
from neuralforecast.losses.pytorch import MQLoss, DistributionLoss, PMM, GMM, NBMM
df, _, _ = M3.load(directory='./', group='Monthly')
df['ds'] = pd.to_datetime(df['ds'])
# number of horizons
from typing import List, Generator
import numpy as np
from sklearn.model_selection._split import _BaseKFold
from sklearn.utils.validation import indexable, _num_samples
class MonteCarloCV(_BaseKFold):
def __init__(self,
import numpy as np
import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LogisticRegression
# reading the time series (pd.Series format)
tseries = pd.read_csv('path_to_data.csv')
# you can simulate some data with:
# tseries = pd.Series(np.random.random(100))
import numpy as np
from sklearn.neighbors import KernelDensity
from sklearn.base import BaseEstimator, TransformerMixin
from vest.preprocess.embedding import embed2seq, embed
class KDE(BaseEstimator, TransformerMixin):
""" Transformation based on Kernel Density Estimation
"""
@vcerqueira
vcerqueira / list.md
Created June 16, 2021 22:34 — forked from ih2502mk/list.md
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