gluonts
Probabilistic time series modeling in Python
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- Tweets_AMZN_data.png
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- howto_pytorch_lightning.md.template
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- synthetic_data_generation.md.template
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- conf.py
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- anomaly_detection.py
- benchmark_m4.py
- COV19-forecast.ipynb
- demo_spliced_binned_pareto.ipynb
- evaluate_model.py
- example_binned_pareto.py
- GluonTS_SageMaker_SDK_Tutorial.ipynb
- gp_synthetic_example.py
- iTransformer.ipynb
- m5_gluonts_template.ipynb
- persist_model.py
- warm_start.py
- __init__.py
- _base.py
- _dataclass.py
- _json.py
- _parse.py
- flat.py
- np.py
- pd.py
- __init__.py
- _base.py
- component.py
- py.typed
- settings.py
- __init__.py
- __main__.py
- dec.py
- enc.py
- file.py
- __init__.py
- _base.py
- ar_p.py
- recipe.py
- __init__.py
- _airpassengers.py
- _artificial.py
- _ercot.py
- _ett_small.py
- _gp_copula_2019.py
- _lstnet.py
- _m3.py
- _m4.py
- _m5.py
- _tsf_datasets.py
- _tsf_reader.py
- _uber_tlc.py
- _util.py
- datasets.py
- __init__.py
- translate.py
- __init__.py
- common.py
- field_names.py
- hierarchical.py
- jsonl.py
- loader.py
- multivariate_grouper.py
- pandas.py
- split.py
- stat.py
- util.py
- __init__.py
- aggregations.py
- metrics.py
- stats.py
- ts_stats.py
- __init__.py
- _base.py
- backtest.py
- metrics.py
- __init__.py
- _predictor.py
- __init__.py
- _predictor.py
- hierarchical_forecast_methods.R
- univariate_forecast_methods.R
- __init__.py
- _hierarchical_predictor.py
- _predictor.py
- _univariate_predictor.py
- util.py
- __init__.py
- _estimator.py
- _model.py
- _predictor.py
- _preprocess.py
- _types.py
- README_LSF.ipynb
- __init__.py
- hierarchicalforecast.py
- README.md
- statsforecast.py
- __init__.py
- _version.py
- cli.py
- colors.py
- style.py
- __init__.py
- _model.py
- _predictor.py
- _weighted_sampler.py
- __init__.py
- _predictor.py
- __init__.py
- _predictor.py
- __init__.py
- constant.py
- identity.py
- mean.py
- __init__.py
- estimator.py
- evaluation.py
- forecast.py
- forecast_generator.py
- inputs.py
- predictor.py
- __init__.py
- cnn.py
- decoder.py
- dropout.py
- enc2dec.py
- encoder.py
- feature.py
- mlp.py
- quantile_output.py
- regularization.py
- rnn.py
- scaler.py
- sndense.py
- snmlp.py
- __init__.py
- beta.py
- bijection.py
- bijection_output.py
- binned.py
- box_cox_transform.py
- categorical.py
- deterministic.py
- dirichlet.py
- dirichlet_multinomial.py
- distribution.py
- distribution_output.py
- empirical_distribution.py
- gamma.py
- gaussian.py
- genpareto.py
- inflated_beta.py
- iresnet.py
- isqf.py
- laplace.py
- lds.py
- logit_normal.py
- lowrank_gp.py
- lowrank_multivariate_gaussian.py
- mixture.py
- multivariate_gaussian.py
- nan_mixture.py
- neg_binomial.py
- piecewise_linear.py
- poisson.py
- student_t.py
- transformed_distribution.py
- transformed_distribution_output.py
- uniform.py
- __init__.py
- _kernel.py
- _kernel_output.py
- _periodic_kernel.py
- _rbf_kernel.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- _estimator.py
- _network.py
- RNNModel.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- _estimator.py
- _network.py
- issm.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- _estimator.py
- _network.py
- gaussian_process.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- _ensemble.py
- _estimator.py
- _network.py
- __init__.py
- _estimator.py
- _network.py
- _predictor.py
- _transform.py
- __init__.py
- _forking_estimator.py
- _forking_network.py
- _mq_dnn_estimator.py
- _seq2seq_estimator.py
- _seq2seq_network.py
- _transform.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- _estimator.py
- _layers.py
- _network.py
- _transform.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- base.py
- loglogistic.py
- weibull.py
- __init__.py
- forecast.py
- predictor.py
- __init__.py
- _estimator.py
- _network.py
- layers.py
- trans_decoder.py
- trans_encoder.py
- __init__.py
- _estimator.py
- _network.py
- __init__.py
- estimator.py
- forecast.py
- forecast_generator.py
- predictor.py
- __init__.py
- binning_helpers.py
- custom_binning.py
- dim_expansion.py
- discrete_pit.py
- embedding.py
- global_relative_binning.py
- hybrid_representation.py
- local_absolute_binning.py
- mean_scaling.py
- representation.py
- representation_chain.py
- __init__.py
- _base.py
- callback.py
- learning_rate_scheduler.py
- model_averaging.py
- model_iteration_averaging.py
- __init__.py
- activation.py
- batchify.py
- component.py
- context.py
- linalg_util.py
- prelude.py
- serde.py
- util.py
- __init__.py
- _buffered_precision_recall.py
- _precision_recall_utils.py
- _segment_precision_recall.py
- bounded_pr_auc.py
- utils.py
- __init__.py
- filters.py
- auto-ode-lv-discrete-time-nonsymmetric.ipynb
- auto_ode.py
- __init__.py
- estimator.py
- example.py
- predictor.py
- quantile_example.py
- __init__.py
- parallel.py
- single.py
- __init__.py
- domains.py
- hooks.py
- modules.py
- __init__.py
- block.py
- disc.py
- kernel.py
- __init__.py
- forecasting.py
- loader.py
- timeseries.py
- transform.py
- windows.py
- __init__.py
- callback.py
- distributed.py
- evaluator.py
- hyperopt.py
- trainer.py
- __init__.py
- dict.py
- meters.py
- metrics.py
- __init__.py
- base.py
- interattn.py
- posemb.py
- selfattn.py
- __init__.py
- activations.py
- distributions.py
- transformer.py
- utils.py
- __init__.py
- __init__.py
- __main__.py
- dataset.py
- README.md
- requirements.txt
- __init__.py
- common.py
- count.py
- metric.py
- plot.py
- save.py
- __init__.py
- torch.py
- __init__.py
- batch.py
- dataset.py
- sampling.py
- __init__.py
- filters.py
- transform.py
- __init__.py
- artificial.py
- cheat.py
- datasets.py
- dominick.py
- gluonts.py
- m1.py
- m3.py
- m4.py
- registry.py
- splits.py
- super.py
- __init__.py
- crps.py
- nd.py
- numpy.py
- quantile.py
- quantile_width.py
- __init__.py
- attention.py
- decoder.py
- feature.py
- query.py
- supps.py
- tcn.py
- __init__.py
- meta.py
- series.py
- __init__.py
- common.py
- model.py
- module.py
- registry.py
- __init__.py
- forecast.py
- __init__.py
- data.py
- train.py
- pyproject.toml
- README.md
- __init__.py
- _partition.py
- parallel.py
- pipeline.py
- sequential.py
- util.py
- exponential-1d.ipynb
- Gaussian-2d.ipynb
- gmm_base.py
- hawkes.ipynb
- README.md
- simulation.py
- time-varying exponential.ipynb
- __init__.py
- action.py
- schema.py
- blank.txt
- blank.txt
- readme.txt
- 1. preprocessing.ipynb
- 1-1. recursive_store_TRAIN.ipynb
- 1-2. recursive_store_cat_TRAIN.ipynb
- 1-3. recursive_store_dept_TRAIN.ipynb
- 2-1. nonrecursive_store_TRAIN.ipynb
- 2-2. nonrecursive_store_cat_TRAIN.ipynb
- 2-3. nonrecursive_store_dept_TRAIN.ipynb
- 1-1. recursive_store_PREDICT.ipynb
- 1-2. recursive_store_cat_PREDICT.ipynb
- 1-3. recursive_store_dept_PREDICT.ipynb
- 2-1. nonrecursive_store_PREDICT.ipynb
- 2-2. nonrecursive_store_cat_PREDICT.ipynb
- 2-3. nonrecursive_store_dept_PREDICT.ipynb
- 3-1. Final ensemble.ipynb
- blank.txt
- blank.txt
- blank.txt
- 0. README.md
- ORIGINAL_README.md
- __init__.py
- attack_var.py
- attack_config_electricity_3.json
- attack_config_taxi_2.json
- attack_config_traffic_4.json
- attack_config_wiki_9.json
- __init__.py
- dataset.py
- grouper.py
- __init__.py
- __init__.py
- _m5.py
- datasets.py
- __init__.py
- loader.py
- __init__.py
- implicit_quantile.py
- piecewise_linear.py
- utils.py
- zero_inflated.py
- __init__.py
- fourier_date_feature.py
- holiday.py
- lags.py
- __init__.py
- causal_deepar_estimator.py
- causal_deepar_network.py
- __init__.py
- deepar_estimator.py
- deepar_network.py
- __init__.py
- deepvar_estimator.py
- deepvar_network.py
- __init__.py
- lstnet_estimator.py
- lstnet_network.py
- __init__.py
- n_beats_ensemble.py
- n_beats_estimator.py
- n_beats_network.py
- __init__.py
- simple_feedforward_estimator.py
- simple_feedforward_network.py
- __init__.py
- tempflow_estimator.py
- tempflow_network.py
- __init__.py
- tft_estimator.py
- tft_modules.py
- tft_network.py
- tft_output.py
- tft_transform.py
- __init__.py
- epsilon_theta.py
- time_grad_estimator.py
- time_grad_network.py
- __init__.py
- transformer_estimator.py
- transformer_network.py
- __init__.py
- transformer_tempflow_estimator.py
- transformer_tempflow_network.py
- __init__.py
- estimator.py
- utils.py
- __init__.py
- distribution_output.py
- feature.py
- flows.py
- gaussian_diffusion.py
- iqn_modules.py
- scaler.py
- __init__.py
- trainer.py
- attack_and_save.py
- attack_sparse_layer.py
- datasets.py
- eval.py
- eval_sparse.py
- NOTICE
- read_pickle.py
- README.md
- sparse_layer.py
- THIRD-PARTY-LICENSES
- train.py
- train_adv.py
- utils.py
- run_entry_point.py
- train_entry_point.py
- __init__.py
- defaults.py
- estimator.py
- model.py
- utils.py
- __init__.py
- _estimator.py
- _layers.py
- _network.py
- run_electricity.sh
- run_exrate.sh
- run_synthetic.sh
- run_traffic.sh
- algo_clustering.py
- electricity.py
- exchange_rate.py
- group_raw_data.py
- preprocess_data.py
- synthetic.py
- traffic.py
- readme_0.png
- readme_1.png
- Multivariate-Flow-Solar.ipynb
- __init__.py
- ar_estimator.py
- ar_network.py
- __init__.py
- lstm_estimator.py
- lstm_network.py
- __init__.py
- __init__.py
- Adagrad.py
- Adam.py
- SAdagrad.py
- SAdam.py
- SCott.py
- SCSG.py
- SGD.py
- timer.py
- preprocess_data.py
- README.md
- requirements.txt
- run.py
- illustration.png
- output_10_2.png
- output_6_9.png
- __init__.py
- data_functions.py
- distr_tcn.py
- gaussian_model.py
- genpareto.py
- README.md
- run_model_example.ipynb
- run_nursery_model_example.ipynb
- spliced_binned_pareto.py
- tcn.py
- training_functions.py
- __init__.py
- evaluation.py
- __init__.py
- _estimator.py
- _network.py
- gluonts_fixes.py
- gnn.py
- __init__.py
- __init__.py
- common.py
- gluonts_helper.py
- utils.py
- __init__.py
- train_and_eval_cop_deepar.py
- .typeunsafe
- __init__.py
- __init__.py
- dyn.py
- nested_params.py
- params.py
- serve.py
- train.py
- __init__.py
- app.py
- __init__.py
- __main__.py
- env.py
- exceptions.py
- README.md
- train.py
- util.py
- __init__.py
- batchify.py
- dummy_datasets.py
- equality.py
- shell.py
- __init__.py
- _base.py
- holiday.py
- lag.py
- seasonality.py
- __init__.py
- affine_transformed.py
- binned_uniforms.py
- discrete_distribution.py
- distribution_output.py
- generalized_pareto.py
- implicit_quantile_network.py
- isqf.py
- negative_binomial.py
- output.py
- piecewise_linear.py
- quantile_output.py
- spliced_binned_pareto.py
- studentT.py
- truncated_normal.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- _estimator.py
- _network.py
- scaling.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- _cpflows.py
- distribution.py
- estimator.py
- icnn_utils.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- layers.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- lightning_module.py
- module.py
- __init__.py
- estimator.py
- forecast.py
- forecast_generator.py
- lightning_util.py
- predictor.py
- __init__.py
- feature.py
- lambda_layer.py
- lookup_table.py
- __init__.py
- batchify.py
- component.py
- prelude.py
- scaler.py
- util.py
- __init__.py
- _base.py
- convert.py
- feature.py
- field.py
- sampler.py
- split.py
- __init__.py
- _base.py
- _freq.py
- _period.py
- _repr.py
- _split_frame.py
- _time_frame.py
- _time_series.py
- _util.py
- schema.py
- __init__.py
- __main__.py
- env.py
- exceptions.py
- gluonts_tqdm.py
- itertools.py
- json.py
- json.pyi
- maybe.py
- pydantic.py
- util.py
- .typesafe
- test_component.py
- test_serde.py
- test_serde_dataclass.py
- test_serde_flat.py
- test_settings.py
- test_complex_seasonal.py
- test_recipe.py
- test_util.py
- test_translate.py
- .typesafe
- test_arrow.py
- test_common.py
- test_data_loader.py
- test_dataset_mutability.py
- test_dataset_types.py
- test_fieldnames.py
- test_hierarchical.py
- test_jsonl.py
- test_multivariate_grouper.py
- test_pandas.py
- test_split.py
- test_stat.py
- test_train_test_data_leakage.py
- test_tsf_reader.py
- test_writer.py
- __init__.py
- test_aggregations.py
- test_metrics.py
- test_metrics_compared_to_previous_approach.py
- test_stats.py
- test_backtest_tools.py
- test_evaluator.py
- test_metrics.py
- require-packages.txt
- test_hierarchicalforecast_predictor.py
- r_naive_2_inputs.csv
- r_naive_2_outputs.csv
- require-packages.txt
- test_predictors.py
- test_r_code_compliance_of_naive_2.py
- require-packages.txt
- test_prophet.py
- test_r_hierarchical_predictor.py
- test_r_multi_seasonality.py
- test_r_univariate_predictor.py
- test_r_util.py
- __init__.py
- require-packages.txt
- test_model.py
- test_rotbaum_smoke.py
- require-packages.txt
- test_statsforecast.py
- __init__.py
- test_model.py
- test_npts.py
- test_seasonal_agg.py
- test_seasonal_naive.py
- test_moving_average.py
- test_evaluation.py
- test_forecast.py
- test_predictor.py
- test_activations.py
- __init__.py
- test_feature.py
- test_quantile_loss.py
- test_regularization.py
- test_scaler.py
- data_level_issm.json.gz
- data_level_trend_issm.json.gz
- data_level_trend_weekly_seasonal_issm.json.gz
- .typesafe
- test_default_quantile_method.py
- test_distribution_methods.py
- test_distribution_output_serde.py
- test_distribution_output_shapes.py
- test_distribution_sampling.py
- test_distribution_shapes.py
- test_distribution_slice.py
- test_flows.py
- test_inflated_beta.py
- test_isqf.py
- test_issue_287.py
- test_label_smoothing.py
- test_lds.py
- test_mixture.py
- test_mx_distribution_inference.py
- test_nan_mixture.py
- test_piecewise_linear.py
- test_transformed_distribution.py
- .typesafe
- test_periodic_kernel.py
- test_rbf_kernel.py
- __init__.py
- test_model.py
- __init__.py
- test_model.py
- __init__.py
- test_deepar_auxiliary_outputs.py
- test_deepar_lags.py
- test_deepar_smoke.py
- test_model.py
- test_nonnegative_pred_samples.py
- __init__.py
- test_deepstate_smoke.py
- test_issm.py
- test_model.py
- test_using_tsf_dataset.py
- __init__.py
- test_deepvar.py
- __init__.py
- generate_hierarchical_dataset.py
- test_coherency_error.py
- test_deepvar_hierarchical.py
- test_projection.py
- test_reconcile_samples.py
- test_train_prediction_with_hts.py
- .typesafe
- __init__.py
- data.py
- test_inference.py
- test_model.py
- __init__.py
- test_gpvar.py
- __init__.py
- test_lstnet.py
- __init__.py
- test_model.py
- __init__.py
- test_model.py
- test_predictor.py
- .typesafe
- __init__.py
- test_cnn.py
- test_encoders.py
- test_forking_sequence_splitter.py
- test_model.py
- test_quantile_loss.py
- __init__.py
- test_model.py
- test_serde.py
- __init__.py
- test_model.py
- __init__.py
- common.py
- test_deeptpp.py
- test_tpp_predictor.py
- __init__.py
- test_model.py
- __init__.py
- test_model.py
- test_mx_incremental_training.py
- .typesafe
- test_bin.py
- test_grb.py
- test_hyb.py
- test_lab.py
- test_mean.py
- test_rep.py
- .typesafe
- test_callbacks.py
- test_learning_rate_scheduler.py
- test_model_averaging.py
- test_model_iteration_averaging.py
- test_trainer.py
- require-packages.txt
- test_distribution_forecast.py
- test_jitter.py
- test_mx_item_id_info.py
- test_mx_serde.py
- test_mx_util.py
- test_no_batches.py
- test_transform_equals.py
- test_variable_length.py
- require-packages.txt
- test_filters.py
- test_precision_recall.py
- require-packages.txt
- test_autogluon_tabular.py
- require-packages.txt
- test_entry_point_scripts.py
- test_axiv_paper_examples.py
- require-packages.txt
- test_nested_params.py
- test_shell.py
- __init__.py
- common.py
- test_agg_lags.py
- test_base.py
- test_features.py
- test_holiday.py
- test_lag.py
- test_seasonality.py
- test_affine_transformed.py
- test_discrete_distribution.py
- test_negative_binomial.py
- test_studentt.py
- test_torch_isqf.py
- test_torch_piecewise_linear.py
- test_truncated_normal.py
- test_deepar_modules.py
- test_deepar_nonnegative_pred_samples.py
- test_estimators.py
- test_jit.py
- test_modules.py
- test_mqf2_modules.py
- test_multivariate_estimators.py
- test_on_gpu.py
- test_patchtst.py
- test_tft.py
- test_torch_forecast.py
- test_torch_incremental_training.py
- test_torch_predictor.py
- test_torch_distribution_inference.py
- __init__.py
- require-packages.txt
- test_scaler.py
- test_torch_item_id_info.py
- test_torch_util.py
- test_add_time_features.py
- test_transform.py
- test_batch.py
- test_from_pandas.py
- test_period.py
- test_schema.py
- test_timeframe.py
- __init__.py
- conftest.py
- test_itertools.py
- test_json.py
- test_sanity.py
- test_util.py
- .dockerignore
- .gitattributes
- .gitignore
- CODE_OF_CONDUCT.md
- CONTRIBUTING.md
- dev_setup.sh
- Justfile
- LICENSE
- NOTICE
- pyproject.toml
- README.md
- REFERENCES.md
# Installation Guide
pythonSetup Steps
git clone https://github.com/awslabs/gluonts.git
Clone the repository locally.
cd gluonts
Change directory to the project folder.
uv sync --all-extras
Sync packages including all development dependencies.
Key Commands
uv pip install "gluonts[torch]"
Install GluonTS with PyTorch model support.
uv sync --all-extras
Set up the environment with all development dependencies.
Python versions 3.10 to 3.14 are recommended.
# Use via CDN
jsDelivrjsDelivr serves any public GitHub repository as a CDN with zero setup. Pick a version and a file to get a ready-to-paste link and snippet.
Link
Example
Command Glossary
Commands referenced in this DOCs, explained below.
git clone
View Details ▼
git clone
Clone an existing repository.
git clone {{remote_repository_location}} {{path/to/directory}}
Clone an existing repository into a new directory (the default directory is the repository name):
git clone --recursive {{remote_repository_location}}
Clone an existing repository and its submodules:
git clone {{[-n|--no-checkout]}} {{remote_repository_location}}
Clone only the `.git` directory of an existing repository:
pip install
View Details ▼
pip install
Install Python packages.
pip install {{package1 package2 ...}}
Install one or more packages:
pip install {{package1 package2 ...}} {{[-U|--upgrade]}}
Upgrade all specified packages to the latest version, installing any that are not already present:
pip install {{package}}=={{version}}
Install a specific version of a package:
pip
View Details ▼
pip
Python package manager.
Some subcommands such as `install` have their own usage documentation.
pip install {{package}}
Install a package (see `pip install` for more install examples):
pip install --user {{package}}
Install a package to the user's directory instead of the system-wide default location:
pip install {{[-U|--upgrade]}} {{package}}
Upgrade a package:
uv pip
View Details ▼
uv pip
Provides pip-like commands for installing, uninstalling, and managing packages.
uv pip install {{package}}
Install a package:
uv pip install {{[-r|--requirements]}} {{requirements.txt}}
Install packages from a requirements file:
uv pip install {{package==1.2.3}}
Install a package with a specific version:
uv sync
View Details ▼
uv sync
Update the project's environment to match the lockfile.
uv sync
Sync the project environment with the lockfile:
uv sync --all-extras
Sync and include all optional dependencies:
uv sync --extra {{extra_name}}
Sync with specific optional dependencies:
# Project Badges
// repository documentation
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