A simple Auto-Regressive Neural Network for time-series
MIT License
A simple auto-regressive Neural Network for time-series (link to paper).
After downloading the code repository (via git clone
), change to the repository directory (cd AR-Net
)
and install arnet as python package with pip install .
View the notebook example_notebooks/arnet.ipynb
for an example of how to use the model.
The version 1.0 made the model easier to use with your own datasets and requires less hyperparameters for a simpler training procedure. It is built on the fastai library.
Changes (1.1 -> 1.2):
Changes (1.0 -> 1.1):
Version 0.1 was based on Pytorch and you can still use it if you do not want to use fastai.
See file v0_1/example.py
for how to use the v0.1 model.
AR-Net is now part of a more comprehensive package NeuralProphet.
I strongly recommend using it instead of the standalone version, unless you specifically want to use AR-Net, which may make sense if you need to model a highly-autoregressive time-series with sparse long-range dependencies.