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Fast and memory-efficient exact attention
Reformer, the efficient Transformer, in Pytorch
Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight), https://openreview.net/forum?id=JePfAI8fah
Official implementation for "TimeXer: Empowering Transformers for Time Series Forecasting with Exogenous Variables" (NeurIPS 2024)
An API standard for multi-agent reinforcement learning environments, with popular reference environments and related utilities
High-quality single file implementation of Deep Reinforcement Learning algorithms with research-friendly features (PPO, DQN, C51, DDPG, TD3, SAC, PPG)
An API standard for single-agent reinforcement learning environments, with popular reference environments and related utilities (formerly Gym)
A toolkit for developing and comparing reinforcement learning algorithms.
Massively Parallel Deep Reinforcement Learning. 🔥
FinRL-Meta: Dynamic datasets and market environments for FinRL.
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
A pytorch port of google-research/google-research/robust_loss/
A Library for Advanced Deep Time Series Models.
An open source python library for automated feature engineering
Automatic extraction of relevant features from time series:
Graph Neural Network Library for PyTorch
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
Keras Temporal Convolutional Network.
Sequence modeling benchmarks and temporal convolutional networks
Probabilistic time series modeling in Python
An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730
About Code release for "Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting" (NeurIPS 2021), https://arxiv.org/abs/2106.13008
PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
PyTorch Geometric Temporal: Spatiotemporal Signal Processing with Neural Machine Learning Models (CIKM 2021)