eZforecast

A python library for time-series forecasting with easy manipulation of modern algorithms and techniques, this work focus on production-ready quality.

Data Loader

  • read_csv: Loading time-series from csv file.

  • read_json: Loading time-series from json file with pre-define schema.

  • read_rdbms: Loading time-series from relational database management sytem with pre-define connection and schema.

  • read_bigquery: Loading time-series from Google Cloud BigQuery.

  • read_readshift: Loading time-series from Amazon RedShift.

  • read_snowflake: Loading time-series from Snowflake.

Data Processor

  • Transformation
    • Fourier: Fourier transformation.

    • Wavelet: Wavelet transformation.

    • EMD: EMD transformation.

    • EEMD: EEMD transformation.

    • PAA: PAA transformation.

    • SAX: SAX transformation.

  • Sampler

Model

  • Arima: Auto-Regressive Integrated Moving Average.

  • LSTM: Long Short Term Memory.

  • NBeats: Neural basis expansion analysis for interpretable time series forecasting.

  • ConditionalNormalizingFlowLSTM: Conditional Normalizing Flows LSTM.

  • TimescaleLSTM: Timescale LSTM.

  • ODELSTM: Ordinary differential equations with LSTM.

  • ESRNN: Exponential smoothing - RNN.

  • ES: Simple exponential smoothing.

  • MTGNN: Connecting the Dots: Multivariate Time Series Forecasting with Graph Neural Networks.

  • GNNLSTM: GNN - LSTM.

  • Z-GCNET: Time Zigzags at Graph Convolutional Networks for Time Series Forecasting

  • LiquidTimeconstantNetwork: Liquid Time-constant Networks.

  • GRUODEBayes: GRU-ODE-Bayes.

Loss

Metric

Trainer

Optimizer

Deployment

  • Loader: Load saved pipeline.

  • Predictor: Predictor instance for a pipeline.

  • Server: REST API server.

  • Evaluator: API benchmarking helpers.