autogluon.timeseries 1.0.1b20240304__py3-none-any.whl → 1.4.1b20251210__py3-none-any.whl

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  1. autogluon/timeseries/configs/__init__.py +3 -2
  2. autogluon/timeseries/configs/hyperparameter_presets.py +62 -0
  3. autogluon/timeseries/configs/predictor_presets.py +84 -0
  4. autogluon/timeseries/dataset/ts_dataframe.py +339 -186
  5. autogluon/timeseries/learner.py +192 -60
  6. autogluon/timeseries/metrics/__init__.py +55 -11
  7. autogluon/timeseries/metrics/abstract.py +96 -25
  8. autogluon/timeseries/metrics/point.py +186 -39
  9. autogluon/timeseries/metrics/quantile.py +47 -20
  10. autogluon/timeseries/metrics/utils.py +6 -6
  11. autogluon/timeseries/models/__init__.py +13 -7
  12. autogluon/timeseries/models/abstract/__init__.py +2 -2
  13. autogluon/timeseries/models/abstract/abstract_timeseries_model.py +533 -273
  14. autogluon/timeseries/models/abstract/model_trial.py +10 -10
  15. autogluon/timeseries/models/abstract/tunable.py +189 -0
  16. autogluon/timeseries/models/autogluon_tabular/__init__.py +2 -0
  17. autogluon/timeseries/models/autogluon_tabular/mlforecast.py +369 -215
  18. autogluon/timeseries/models/autogluon_tabular/per_step.py +513 -0
  19. autogluon/timeseries/models/autogluon_tabular/transforms.py +67 -0
  20. autogluon/timeseries/models/autogluon_tabular/utils.py +3 -51
  21. autogluon/timeseries/models/chronos/__init__.py +4 -0
  22. autogluon/timeseries/models/chronos/chronos2.py +361 -0
  23. autogluon/timeseries/models/chronos/model.py +738 -0
  24. autogluon/timeseries/models/chronos/utils.py +369 -0
  25. autogluon/timeseries/models/ensemble/__init__.py +35 -2
  26. autogluon/timeseries/models/ensemble/{abstract_timeseries_ensemble.py → abstract.py} +50 -26
  27. autogluon/timeseries/models/ensemble/array_based/__init__.py +3 -0
  28. autogluon/timeseries/models/ensemble/array_based/abstract.py +236 -0
  29. autogluon/timeseries/models/ensemble/array_based/models.py +73 -0
  30. autogluon/timeseries/models/ensemble/array_based/regressor/__init__.py +12 -0
  31. autogluon/timeseries/models/ensemble/array_based/regressor/abstract.py +88 -0
  32. autogluon/timeseries/models/ensemble/array_based/regressor/linear_stacker.py +167 -0
  33. autogluon/timeseries/models/ensemble/array_based/regressor/per_quantile_tabular.py +94 -0
  34. autogluon/timeseries/models/ensemble/array_based/regressor/tabular.py +107 -0
  35. autogluon/timeseries/models/ensemble/ensemble_selection.py +167 -0
  36. autogluon/timeseries/models/ensemble/per_item_greedy.py +162 -0
  37. autogluon/timeseries/models/ensemble/weighted/__init__.py +8 -0
  38. autogluon/timeseries/models/ensemble/weighted/abstract.py +40 -0
  39. autogluon/timeseries/models/ensemble/weighted/basic.py +78 -0
  40. autogluon/timeseries/models/ensemble/weighted/greedy.py +57 -0
  41. autogluon/timeseries/models/gluonts/__init__.py +3 -1
  42. autogluon/timeseries/models/gluonts/abstract.py +583 -0
  43. autogluon/timeseries/models/gluonts/dataset.py +109 -0
  44. autogluon/timeseries/models/gluonts/{torch/models.py → models.py} +185 -44
  45. autogluon/timeseries/models/local/__init__.py +1 -10
  46. autogluon/timeseries/models/local/abstract_local_model.py +150 -97
  47. autogluon/timeseries/models/local/naive.py +31 -23
  48. autogluon/timeseries/models/local/npts.py +6 -2
  49. autogluon/timeseries/models/local/statsforecast.py +99 -112
  50. autogluon/timeseries/models/multi_window/multi_window_model.py +99 -40
  51. autogluon/timeseries/models/registry.py +64 -0
  52. autogluon/timeseries/models/toto/__init__.py +3 -0
  53. autogluon/timeseries/models/toto/_internal/__init__.py +9 -0
  54. autogluon/timeseries/models/toto/_internal/backbone/__init__.py +3 -0
  55. autogluon/timeseries/models/toto/_internal/backbone/attention.py +196 -0
  56. autogluon/timeseries/models/toto/_internal/backbone/backbone.py +262 -0
  57. autogluon/timeseries/models/toto/_internal/backbone/distribution.py +70 -0
  58. autogluon/timeseries/models/toto/_internal/backbone/kvcache.py +136 -0
  59. autogluon/timeseries/models/toto/_internal/backbone/rope.py +89 -0
  60. autogluon/timeseries/models/toto/_internal/backbone/rotary_embedding_torch.py +342 -0
  61. autogluon/timeseries/models/toto/_internal/backbone/scaler.py +305 -0
  62. autogluon/timeseries/models/toto/_internal/backbone/transformer.py +333 -0
  63. autogluon/timeseries/models/toto/_internal/dataset.py +165 -0
  64. autogluon/timeseries/models/toto/_internal/forecaster.py +423 -0
  65. autogluon/timeseries/models/toto/dataloader.py +108 -0
  66. autogluon/timeseries/models/toto/hf_pretrained_model.py +118 -0
  67. autogluon/timeseries/models/toto/model.py +236 -0
  68. autogluon/timeseries/predictor.py +826 -305
  69. autogluon/timeseries/regressor.py +253 -0
  70. autogluon/timeseries/splitter.py +10 -31
  71. autogluon/timeseries/trainer/__init__.py +2 -3
  72. autogluon/timeseries/trainer/ensemble_composer.py +439 -0
  73. autogluon/timeseries/trainer/model_set_builder.py +256 -0
  74. autogluon/timeseries/trainer/prediction_cache.py +149 -0
  75. autogluon/timeseries/trainer/trainer.py +1298 -0
  76. autogluon/timeseries/trainer/utils.py +17 -0
  77. autogluon/timeseries/transforms/__init__.py +2 -0
  78. autogluon/timeseries/transforms/covariate_scaler.py +164 -0
  79. autogluon/timeseries/transforms/target_scaler.py +149 -0
  80. autogluon/timeseries/utils/constants.py +10 -0
  81. autogluon/timeseries/utils/datetime/base.py +38 -20
  82. autogluon/timeseries/utils/datetime/lags.py +18 -16
  83. autogluon/timeseries/utils/datetime/seasonality.py +14 -14
  84. autogluon/timeseries/utils/datetime/time_features.py +17 -14
  85. autogluon/timeseries/utils/features.py +317 -53
  86. autogluon/timeseries/utils/forecast.py +31 -17
  87. autogluon/timeseries/utils/timer.py +173 -0
  88. autogluon/timeseries/utils/warning_filters.py +44 -6
  89. autogluon/timeseries/version.py +2 -1
  90. autogluon.timeseries-1.4.1b20251210-py3.11-nspkg.pth +1 -0
  91. {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/METADATA +71 -47
  92. autogluon_timeseries-1.4.1b20251210.dist-info/RECORD +103 -0
  93. {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/WHEEL +1 -1
  94. autogluon/timeseries/configs/presets_configs.py +0 -11
  95. autogluon/timeseries/evaluator.py +0 -6
  96. autogluon/timeseries/models/ensemble/greedy_ensemble.py +0 -170
  97. autogluon/timeseries/models/gluonts/abstract_gluonts.py +0 -550
  98. autogluon/timeseries/models/gluonts/torch/__init__.py +0 -0
  99. autogluon/timeseries/models/presets.py +0 -325
  100. autogluon/timeseries/trainer/abstract_trainer.py +0 -1144
  101. autogluon/timeseries/trainer/auto_trainer.py +0 -74
  102. autogluon.timeseries-1.0.1b20240304-py3.8-nspkg.pth +0 -1
  103. autogluon.timeseries-1.0.1b20240304.dist-info/RECORD +0 -58
  104. {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info/licenses}/LICENSE +0 -0
  105. {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info/licenses}/NOTICE +0 -0
  106. {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/namespace_packages.txt +0 -0
  107. {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/top_level.txt +0 -0
  108. {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/zip-safe +0 -0
@@ -1,74 +0,0 @@
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- import logging
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- from typing import Any, Dict, List, Optional, Union
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-
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- from ..models.presets import get_preset_models
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- from .abstract_trainer import AbstractTimeSeriesTrainer, TimeSeriesDataFrame
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-
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- logger = logging.getLogger(__name__)
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-
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-
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- class AutoTimeSeriesTrainer(AbstractTimeSeriesTrainer):
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- def construct_model_templates(self, hyperparameters, multi_window: bool = False, **kwargs):
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- path = kwargs.pop("path", self.path)
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- eval_metric = kwargs.pop("eval_metric", self.eval_metric)
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- eval_metric_seasonal_period = kwargs.pop("eval_metric", self.eval_metric_seasonal_period)
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- quantile_levels = kwargs.pop("quantile_levels", self.quantile_levels)
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- hyperparameter_tune = kwargs.get("hyperparameter_tune", False)
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- return get_preset_models(
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- path=path,
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- eval_metric=eval_metric,
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- eval_metric_seasonal_period=eval_metric_seasonal_period,
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- prediction_length=self.prediction_length,
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- freq=kwargs.get("freq"),
23
- hyperparameters=hyperparameters,
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- hyperparameter_tune=hyperparameter_tune,
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- quantile_levels=quantile_levels,
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- all_assigned_names=self._get_banned_model_names(),
27
- target=self.target,
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- metadata=self.metadata,
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- excluded_model_types=kwargs.get("excluded_model_types"),
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- multi_window=multi_window,
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- )
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-
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- def fit(
34
- self,
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- train_data: TimeSeriesDataFrame,
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- hyperparameters: Union[str, Dict[Any, Dict]],
37
- val_data: Optional[TimeSeriesDataFrame] = None,
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- hyperparameter_tune_kwargs: Optional[Union[str, Dict]] = None,
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- excluded_model_types: Optional[List[str]] = None,
40
- time_limit: Optional[float] = None,
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- random_seed: Optional[int] = None,
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- ):
43
- """
44
- Fit a set of timeseries models specified by the `hyperparameters`
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- dictionary that maps model names to their specified hyperparameters.
46
-
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- Parameters
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- ----------
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- train_data: TimeSeriesDataFrame
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- Training data for fitting time series timeseries models.
51
- hyperparameters: str or Dict
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- A dictionary mapping selected model names, model classes or model factory to hyperparameter
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- settings. Model names should be present in `trainer.presets.DEFAULT_MODEL_NAMES`. Optionally,
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- the user may provide one of "default", "light" and "very_light" to specify presets.
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- val_data: TimeSeriesDataFrame
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- Optional validation data set to report validation scores on.
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- hyperparameter_tune_kwargs
58
- Args for hyperparameter tuning
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- excluded_model_types
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- Names of models that should not be trained, even if listed in `hyperparameters`.
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- time_limit
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- Time limit for training
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- random_seed
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- Random seed that will be set to each model during training
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- """
66
- self._train_multi(
67
- train_data,
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- val_data=val_data,
69
- hyperparameters=hyperparameters,
70
- hyperparameter_tune_kwargs=hyperparameter_tune_kwargs,
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- excluded_model_types=excluded_model_types,
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- time_limit=time_limit,
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- random_seed=random_seed,
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- )
@@ -1 +0,0 @@
1
- import sys, types, os;has_mfs = sys.version_info > (3, 5);p = os.path.join(sys._getframe(1).f_locals['sitedir'], *('autogluon',));importlib = has_mfs and __import__('importlib.util');has_mfs and __import__('importlib.machinery');m = has_mfs and sys.modules.setdefault('autogluon', importlib.util.module_from_spec(importlib.machinery.PathFinder.find_spec('autogluon', [os.path.dirname(p)])));m = m or sys.modules.setdefault('autogluon', types.ModuleType('autogluon'));mp = (m or []) and m.__dict__.setdefault('__path__',[]);(p not in mp) and mp.append(p)
@@ -1,58 +0,0 @@
1
- autogluon.timeseries-1.0.1b20240304-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
2
- autogluon/timeseries/__init__.py,sha256=_CrLLc1fkjen7UzWoO0Os8WZoHOgvZbHKy46I8v_4k4,304
3
- autogluon/timeseries/evaluator.py,sha256=l642tYfTHsl8WVIq_vV6qhgAFVFr9UuZD7gLra3A_Kc,250
4
- autogluon/timeseries/learner.py,sha256=VGBFTuNebD5xF2RfimornX86DOw5dxqpPtXlrUpNSHo,9814
5
- autogluon/timeseries/predictor.py,sha256=FkjPpEdboQHBsEh7GxCQZn-mmkICtnNL3ZV3MoWwJbs,67770
6
- autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
7
- autogluon/timeseries/version.py,sha256=USdZGxIqFLNJiNzVTHHGNlW2SC9j_wdZQJAHhrptxeQ,90
8
- autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
9
- autogluon/timeseries/configs/presets_configs.py,sha256=1u6tbOKJdIRULYDu41dlJwXRNswWsjBDF0aR2YhyMQs,479
10
- autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
11
- autogluon/timeseries/dataset/ts_dataframe.py,sha256=HpErcKAP3-h9GCJanjsjnTQxS72mk4GXIGsEFmrTApc,45318
12
- autogluon/timeseries/metrics/__init__.py,sha256=KzgXNj5or7RB_uadjgC8p5gxyV26zjj2hT58OmvnfmA,1875
13
- autogluon/timeseries/metrics/abstract.py,sha256=-muJuc30zSqHYXNBYyGocL-4zT7bt4SRjW9ddWcCq9w,8069
14
- autogluon/timeseries/metrics/point.py,sha256=grZ62qwHHY5uGFnbqJGaGamdN_6R-nF8ebAy-QPzlDM,13108
15
- autogluon/timeseries/metrics/quantile.py,sha256=q8meqzxVc9qN8mTlUUImOaelZYQoVDmijWphZcafJTQ,3867
16
- autogluon/timeseries/metrics/utils.py,sha256=eJ63TCR-UwbeJ1c2Qm7B2q-8B3sFthPgiooEccrf2Kc,912
17
- autogluon/timeseries/models/__init__.py,sha256=4UJYnjeBCP6-NV738KF852Fa3qw5ygS4SBuOFAUmwoA,1217
18
- autogluon/timeseries/models/presets.py,sha256=xmuqxmHrnpFih0GNrkvOP-Sgs2STfLAv5cSPl6Bf4y8,11183
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- autogluon/timeseries/models/abstract/__init__.py,sha256=wvDsQAZIV0N3AwBeMaGItoQ82trEfnT-nol2AAOIxBg,102
20
- autogluon/timeseries/models/abstract/abstract_timeseries_model.py,sha256=LSIc6rIwFs870MHpKUC24naMIcczFGY_--Ov-wyAq2w,21431
21
- autogluon/timeseries/models/abstract/model_trial.py,sha256=_5Nrk4CrG3u35tTd3elekfdnQI2Pn3P9AGS5CE6nuyg,3749
22
- autogluon/timeseries/models/autogluon_tabular/__init__.py,sha256=r9i6jWcyeLHYClkcMSKRVsfrkBUMxpDrTATNTBc_qgQ,136
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- autogluon/timeseries/models/autogluon_tabular/mlforecast.py,sha256=uydOXTIy74Exy3jQ90YoCF1L4rP7A0jtUcOreAqdn5Q,29598
24
- autogluon/timeseries/models/autogluon_tabular/utils.py,sha256=4-gTrBtizxeMVQlsuscugPqw9unaXWXhS1TVVssfzYY,2125
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- autogluon/timeseries/models/ensemble/__init__.py,sha256=kFr11Gmt7lQJu9Rr8HuIPphQN5l1TsoorfbJm_O3a_s,128
26
- autogluon/timeseries/models/ensemble/abstract_timeseries_ensemble.py,sha256=tifETwmiEGt-YtQ9eNK7ojJ3fBvtFMUJvisbfkIJ7gw,3393
27
- autogluon/timeseries/models/ensemble/greedy_ensemble.py,sha256=5HvZuW5osgsZg3V69k82nKEOy_YgeH1JTfQa7F3cU7s,7220
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- autogluon/timeseries/models/gluonts/__init__.py,sha256=M8PV9ZE4WpteScMobXM6RH1Udb1AZiHHtj2g5GQL3TU,329
29
- autogluon/timeseries/models/gluonts/abstract_gluonts.py,sha256=76Di7edmk8SHFdrdtmvIepTpA0qi1XTq1AUW5GBq6Rw,25580
30
- autogluon/timeseries/models/gluonts/torch/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
31
- autogluon/timeseries/models/gluonts/torch/models.py,sha256=UXxGBNAYQySLoLw95ZtbwH7R9-K3A5nh38KroW95wc0,19217
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- autogluon/timeseries/models/local/__init__.py,sha256=JyckWWgMG1BTIWJqFTW6e1O-eb0LPPOwtXwmb1ErohQ,756
33
- autogluon/timeseries/models/local/abstract_local_model.py,sha256=nzN4YKhAOF_m0qhK3Fv0356JYd_omBXckFmqURIvpjE,9796
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- autogluon/timeseries/models/local/naive.py,sha256=9b80zUccHfGv6pg33mppwTcSJgq4JF4CqTQ7SWq48Hk,7243
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- autogluon/timeseries/models/local/npts.py,sha256=8cFMELH_mRe-Dv0YecmW3A3fARRA2Hl-tMGs3uHFbcw,4073
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- autogluon/timeseries/models/local/statsforecast.py,sha256=-FvY5aWLq-EE_oJuYXUEXXNHWSuykx-fqeaqlPigJGQ,32873
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- autogluon/timeseries/models/multi_window/__init__.py,sha256=Bq7AT2Jxdd4WNqmjTdzeqgNiwn1NCyWp4tBIWaM-zfI,60
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- autogluon/timeseries/models/multi_window/multi_window_model.py,sha256=ZpuWkZfEJcM2NoVxxOkIPQt5izKCpWmU0kjpqfenHPU,10737
39
- autogluon/timeseries/trainer/__init__.py,sha256=lxiOT-Gc6BEnr_yWQqra85kEngeM_wtH2SCaRbmC_qE,170
40
- autogluon/timeseries/trainer/abstract_trainer.py,sha256=d8Qt3euZyKUGt_R-_f0sPlGZhZgLkG8tV8qsq48zZj0,49335
41
- autogluon/timeseries/trainer/auto_trainer.py,sha256=ftjGd27V6dsfw3t7GY1YcoyKfj9Pl_UrU77T9u-kCQ0,3244
42
- autogluon/timeseries/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
43
- autogluon/timeseries/utils/features.py,sha256=Liq_Vn_BH43AqwjfuHGbiaEzCjRcWMQUy24taL5Upc0,10937
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- autogluon/timeseries/utils/forecast.py,sha256=Thjt6yTPSe3V4s5cQ9UbW3ysTJb1lkqxtZiCqgBSt3w,1776
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- autogluon/timeseries/utils/warning_filters.py,sha256=VoyTzHovxDFFbeSQXttjzmifZxKJShpKIAfCHGQGoUU,1426
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- autogluon/timeseries/utils/datetime/__init__.py,sha256=bTMR8jLh1LW55vHjbOr1zvWRMF_PqbvxpS-cUcNIDWI,173
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- autogluon/timeseries/utils/datetime/base.py,sha256=MsqIHY14m3QMjSwwtE7Uo1oNwepWUby_nxlWm4DlqKU,848
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- autogluon/timeseries/utils/datetime/lags.py,sha256=kcU4liKbHj7KP2ajNU-KLZ8OYSU35EgT4kJjZNSw0Zg,5875
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- autogluon/timeseries/utils/datetime/seasonality.py,sha256=kgK_ukw2wCviEB7CZXRVC5HZpBJZu9IsRrvCJ9E_rOE,755
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- autogluon/timeseries/utils/datetime/time_features.py,sha256=pROkYyxETQ8rHKfPGhf2paB73C7rWJ2Ui0cCswLqbBg,2562
51
- autogluon.timeseries-1.0.1b20240304.dist-info/LICENSE,sha256=CeipvOyAZxBGUsFoaFqwkx54aPnIKEtm9a5u2uXxEws,10142
52
- autogluon.timeseries-1.0.1b20240304.dist-info/METADATA,sha256=cQ0WQuCiKy_Yq42YvULi6VWYVwSa5XJ6Db2HYvb6Snk,12081
53
- autogluon.timeseries-1.0.1b20240304.dist-info/NOTICE,sha256=7nPQuj8Kp-uXsU0S5so3-2dNU5EctS5hDXvvzzehd7E,114
54
- autogluon.timeseries-1.0.1b20240304.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
55
- autogluon.timeseries-1.0.1b20240304.dist-info/namespace_packages.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
56
- autogluon.timeseries-1.0.1b20240304.dist-info/top_level.txt,sha256=giERA4R78OkJf2ijn5slgjURlhRPzfLr7waIcGkzYAo,10
57
- autogluon.timeseries-1.0.1b20240304.dist-info/zip-safe,sha256=AbpHGcgLb-kRsJGnwFEktk7uzpZOCcBY74-YBdrKVGs,1
58
- autogluon.timeseries-1.0.1b20240304.dist-info/RECORD,,