Skip to content

modeltime.gluonts 0.3.0 | GluonTS 0.8.0
Compare
Choose a tag to compare
@mdancho84 mdancho84 released this 16 Jul 13:38
· 34 commits to master since this release
v0.3.0
d07b1aa

Support for GluonTS 0.8.0 and Pytorch Backend:

Modeltime GluonTS now support gluonts 0.8.0. Simply run install_gluonts() to upgrade. The upgraded support makes modeltime.gluonts incompatible with earlier versions of GluonTS (e.g. gluonts 0.6.3). The solution is to upgrade to gluonts 0.8.0, which requires:

  • gluonts==0.8.0

  • mxnet~=1.7

Additionally, GluonTS 0.8.0 now supports pytorch as a backend. Use install_gluonts(include_pytorch = TRUE) to simplify installation of the PyTorch backend. Pytorch backend requirements:

  • torch~=1.6.0

  • pytorch-lightning~=1.1

New Algorithms

Pytorch DeepAR

A new engine has been added to deep_ar() that enables the Pytorch backend using set_engine("torch"). This requires the Python packages pytorch and pytorch-lightning. Use install_gluonts(include_pytorch = TRUE) to simplify installation.

GP Forecaster Algorithm

A new function, gp_forecaster(), integrates the Gaussian Process Estimator from GluonTS.

Deep State Algorithm

A new function, deep_state(), integrates the Deep State Estimator from GluonTS.

Tutorials

  • We've updated the Installation Guide. This includes revised requirements for installation, upgrading to modeltime.gluonts >= 0.3.0, troubleshooting installation, python environment requirements, and custom python environments.

  • We've updated the Getting Started Guide to go through a DeepAR example.

  • We've update the GPU Setup Instructions to cover Modeltime >=0.3.0.

Assets 2
Loading