gluonts 0.15.1


Probabilistic time series modeling in Python.

Probabilistic time series modeling in Python.

Stars: 4462, Watchers: 4462, Forks: 742, Open Issues: 420

The awslabs/gluonts repo was created 5 years ago and the last code push was 6 days ago.
The project is very popular with an impressive 4462 github stars!

How to Install gluonts

You can install gluonts using pip

pip install gluonts

or add it to a project with poetry

poetry add gluonts

Package Details

Apache License 2.0
GitHub Repo:
No  gluonts  pypi packages just yet.


A list of common gluonts errors.

Code Examples

Here are some gluonts code examples and snippets.

GitHub Issues

The gluonts package has 420 open issues on GitHub

  • integrate with Lightning ecosystem CI
  • Predictor error with lead_time >0
  • Deprecate validated
  • RuntimeError: Cannot serialize type lightgbm.sklearn.LGBMRegressor.
  • Monte carlo em masking notebook
  • Adding torch.MQF2 (multivariate in time series)
  • pytorch: use distribution transforms when sampling
  • Add Deep NPTS model
  • Adding torch.deepvar
  • Bug in NPTS.log_weighted_distance_kernel - np.ndarray instead of np.array
  • ETS why are only additive models available?
  • Recommendations for scaling real features with DeepAR?
  • Support for Dynamic Real Features in Multivariate Grouper
  • Compute metrics from user forecasts
  • NaN losses leads to overfitting

See more issues on GitHub

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