Scalable and user friendly neural 🧠 forecasting algorithms.

Implement Reservoir Computing models for time series classification, clustering, forecasting, and much more!

An extension of LightGBM to probabilistic modelling

An open source library for Fuzzy Time Series in Python

[NeurIPS 2023] A Dynamics-informed Diffusion Model for Spatiotemporal Forecasting

A package for online distributional learning.

Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022

Elucidating the Design Choice of Probability Paths in Flow Matching for Forecasting

Code for Diffusion-based Decoupled Deterministic and Uncertain Framework for Probabilistic Multivariate Time Series Forecasting

Qauntile autoregressive neural network for time series anamoly detection.

culearn: Cumulant Learning in Python

Implementation of the DeepTCN probabilistic forecasting model based on Pytorch Lightning

Probabilistic Timeseries Forecasting Challenge

Reproduction code for the paper on online multivariate distributional regression for electricity price forecasting