autogluon.timeseries 1.0.1b20240304__py3-none-any.whl → 1.4.1b20251210__py3-none-any.whl
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- autogluon/timeseries/configs/__init__.py +3 -2
- autogluon/timeseries/configs/hyperparameter_presets.py +62 -0
- autogluon/timeseries/configs/predictor_presets.py +84 -0
- autogluon/timeseries/dataset/ts_dataframe.py +339 -186
- autogluon/timeseries/learner.py +192 -60
- autogluon/timeseries/metrics/__init__.py +55 -11
- autogluon/timeseries/metrics/abstract.py +96 -25
- autogluon/timeseries/metrics/point.py +186 -39
- autogluon/timeseries/metrics/quantile.py +47 -20
- autogluon/timeseries/metrics/utils.py +6 -6
- autogluon/timeseries/models/__init__.py +13 -7
- autogluon/timeseries/models/abstract/__init__.py +2 -2
- autogluon/timeseries/models/abstract/abstract_timeseries_model.py +533 -273
- autogluon/timeseries/models/abstract/model_trial.py +10 -10
- autogluon/timeseries/models/abstract/tunable.py +189 -0
- autogluon/timeseries/models/autogluon_tabular/__init__.py +2 -0
- autogluon/timeseries/models/autogluon_tabular/mlforecast.py +369 -215
- autogluon/timeseries/models/autogluon_tabular/per_step.py +513 -0
- autogluon/timeseries/models/autogluon_tabular/transforms.py +67 -0
- autogluon/timeseries/models/autogluon_tabular/utils.py +3 -51
- autogluon/timeseries/models/chronos/__init__.py +4 -0
- autogluon/timeseries/models/chronos/chronos2.py +361 -0
- autogluon/timeseries/models/chronos/model.py +738 -0
- autogluon/timeseries/models/chronos/utils.py +369 -0
- autogluon/timeseries/models/ensemble/__init__.py +35 -2
- autogluon/timeseries/models/ensemble/{abstract_timeseries_ensemble.py → abstract.py} +50 -26
- autogluon/timeseries/models/ensemble/array_based/__init__.py +3 -0
- autogluon/timeseries/models/ensemble/array_based/abstract.py +236 -0
- autogluon/timeseries/models/ensemble/array_based/models.py +73 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/__init__.py +12 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/abstract.py +88 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/linear_stacker.py +167 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/per_quantile_tabular.py +94 -0
- autogluon/timeseries/models/ensemble/array_based/regressor/tabular.py +107 -0
- autogluon/timeseries/models/ensemble/ensemble_selection.py +167 -0
- autogluon/timeseries/models/ensemble/per_item_greedy.py +162 -0
- autogluon/timeseries/models/ensemble/weighted/__init__.py +8 -0
- autogluon/timeseries/models/ensemble/weighted/abstract.py +40 -0
- autogluon/timeseries/models/ensemble/weighted/basic.py +78 -0
- autogluon/timeseries/models/ensemble/weighted/greedy.py +57 -0
- autogluon/timeseries/models/gluonts/__init__.py +3 -1
- autogluon/timeseries/models/gluonts/abstract.py +583 -0
- autogluon/timeseries/models/gluonts/dataset.py +109 -0
- autogluon/timeseries/models/gluonts/{torch/models.py → models.py} +185 -44
- autogluon/timeseries/models/local/__init__.py +1 -10
- autogluon/timeseries/models/local/abstract_local_model.py +150 -97
- autogluon/timeseries/models/local/naive.py +31 -23
- autogluon/timeseries/models/local/npts.py +6 -2
- autogluon/timeseries/models/local/statsforecast.py +99 -112
- autogluon/timeseries/models/multi_window/multi_window_model.py +99 -40
- autogluon/timeseries/models/registry.py +64 -0
- autogluon/timeseries/models/toto/__init__.py +3 -0
- autogluon/timeseries/models/toto/_internal/__init__.py +9 -0
- autogluon/timeseries/models/toto/_internal/backbone/__init__.py +3 -0
- autogluon/timeseries/models/toto/_internal/backbone/attention.py +196 -0
- autogluon/timeseries/models/toto/_internal/backbone/backbone.py +262 -0
- autogluon/timeseries/models/toto/_internal/backbone/distribution.py +70 -0
- autogluon/timeseries/models/toto/_internal/backbone/kvcache.py +136 -0
- autogluon/timeseries/models/toto/_internal/backbone/rope.py +89 -0
- autogluon/timeseries/models/toto/_internal/backbone/rotary_embedding_torch.py +342 -0
- autogluon/timeseries/models/toto/_internal/backbone/scaler.py +305 -0
- autogluon/timeseries/models/toto/_internal/backbone/transformer.py +333 -0
- autogluon/timeseries/models/toto/_internal/dataset.py +165 -0
- autogluon/timeseries/models/toto/_internal/forecaster.py +423 -0
- autogluon/timeseries/models/toto/dataloader.py +108 -0
- autogluon/timeseries/models/toto/hf_pretrained_model.py +118 -0
- autogluon/timeseries/models/toto/model.py +236 -0
- autogluon/timeseries/predictor.py +826 -305
- autogluon/timeseries/regressor.py +253 -0
- autogluon/timeseries/splitter.py +10 -31
- autogluon/timeseries/trainer/__init__.py +2 -3
- autogluon/timeseries/trainer/ensemble_composer.py +439 -0
- autogluon/timeseries/trainer/model_set_builder.py +256 -0
- autogluon/timeseries/trainer/prediction_cache.py +149 -0
- autogluon/timeseries/trainer/trainer.py +1298 -0
- autogluon/timeseries/trainer/utils.py +17 -0
- autogluon/timeseries/transforms/__init__.py +2 -0
- autogluon/timeseries/transforms/covariate_scaler.py +164 -0
- autogluon/timeseries/transforms/target_scaler.py +149 -0
- autogluon/timeseries/utils/constants.py +10 -0
- autogluon/timeseries/utils/datetime/base.py +38 -20
- autogluon/timeseries/utils/datetime/lags.py +18 -16
- autogluon/timeseries/utils/datetime/seasonality.py +14 -14
- autogluon/timeseries/utils/datetime/time_features.py +17 -14
- autogluon/timeseries/utils/features.py +317 -53
- autogluon/timeseries/utils/forecast.py +31 -17
- autogluon/timeseries/utils/timer.py +173 -0
- autogluon/timeseries/utils/warning_filters.py +44 -6
- autogluon/timeseries/version.py +2 -1
- autogluon.timeseries-1.4.1b20251210-py3.11-nspkg.pth +1 -0
- {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/METADATA +71 -47
- autogluon_timeseries-1.4.1b20251210.dist-info/RECORD +103 -0
- {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/WHEEL +1 -1
- autogluon/timeseries/configs/presets_configs.py +0 -11
- autogluon/timeseries/evaluator.py +0 -6
- autogluon/timeseries/models/ensemble/greedy_ensemble.py +0 -170
- autogluon/timeseries/models/gluonts/abstract_gluonts.py +0 -550
- autogluon/timeseries/models/gluonts/torch/__init__.py +0 -0
- autogluon/timeseries/models/presets.py +0 -325
- autogluon/timeseries/trainer/abstract_trainer.py +0 -1144
- autogluon/timeseries/trainer/auto_trainer.py +0 -74
- autogluon.timeseries-1.0.1b20240304-py3.8-nspkg.pth +0 -1
- autogluon.timeseries-1.0.1b20240304.dist-info/RECORD +0 -58
- {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info/licenses}/LICENSE +0 -0
- {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info/licenses}/NOTICE +0 -0
- {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/namespace_packages.txt +0 -0
- {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/top_level.txt +0 -0
- {autogluon.timeseries-1.0.1b20240304.dist-info → autogluon_timeseries-1.4.1b20251210.dist-info}/zip-safe +0 -0
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import logging
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from typing import Any, Dict, List, Optional, Union
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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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logger = logging.getLogger(__name__)
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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"),
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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(),
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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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def fit(
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self,
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train_data: TimeSeriesDataFrame,
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hyperparameters: Union[str, Dict[Any, Dict]],
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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,
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time_limit: Optional[float] = None,
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"""
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Fit a set of timeseries models specified by the `hyperparameters`
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dictionary that maps model names to their specified hyperparameters.
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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.
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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
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"""
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self._train_multi(
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hyperparameters=hyperparameters,
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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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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)
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autogluon.timeseries-1.0.1b20240304-py3.8-nspkg.pth,sha256=cQGwpuGPqg1GXscIwt-7PmME1OnSpD-7ixkikJ31WAY,554
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autogluon/timeseries/__init__.py,sha256=_CrLLc1fkjen7UzWoO0Os8WZoHOgvZbHKy46I8v_4k4,304
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autogluon/timeseries/evaluator.py,sha256=l642tYfTHsl8WVIq_vV6qhgAFVFr9UuZD7gLra3A_Kc,250
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autogluon/timeseries/learner.py,sha256=VGBFTuNebD5xF2RfimornX86DOw5dxqpPtXlrUpNSHo,9814
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autogluon/timeseries/predictor.py,sha256=FkjPpEdboQHBsEh7GxCQZn-mmkICtnNL3ZV3MoWwJbs,67770
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autogluon/timeseries/splitter.py,sha256=eghGwAAN2_cxGk5aJBILgjGWtLzjxJcytMy49gg_q18,3061
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autogluon/timeseries/version.py,sha256=USdZGxIqFLNJiNzVTHHGNlW2SC9j_wdZQJAHhrptxeQ,90
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autogluon/timeseries/configs/__init__.py,sha256=BTtHIPCYeGjqgOcvqb8qPD4VNX-ICKOg6wnkew1cPOE,98
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autogluon/timeseries/configs/presets_configs.py,sha256=1u6tbOKJdIRULYDu41dlJwXRNswWsjBDF0aR2YhyMQs,479
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autogluon/timeseries/dataset/__init__.py,sha256=UvnhAN5tjgxXTHoZMQDy64YMDj4Xxa68yY7NP4vAw0o,81
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autogluon/timeseries/dataset/ts_dataframe.py,sha256=HpErcKAP3-h9GCJanjsjnTQxS72mk4GXIGsEFmrTApc,45318
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autogluon/timeseries/metrics/__init__.py,sha256=KzgXNj5or7RB_uadjgC8p5gxyV26zjj2hT58OmvnfmA,1875
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autogluon/timeseries/metrics/abstract.py,sha256=-muJuc30zSqHYXNBYyGocL-4zT7bt4SRjW9ddWcCq9w,8069
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autogluon/timeseries/metrics/point.py,sha256=grZ62qwHHY5uGFnbqJGaGamdN_6R-nF8ebAy-QPzlDM,13108
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autogluon/timeseries/metrics/quantile.py,sha256=q8meqzxVc9qN8mTlUUImOaelZYQoVDmijWphZcafJTQ,3867
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autogluon/timeseries/metrics/utils.py,sha256=eJ63TCR-UwbeJ1c2Qm7B2q-8B3sFthPgiooEccrf2Kc,912
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autogluon/timeseries/models/__init__.py,sha256=4UJYnjeBCP6-NV738KF852Fa3qw5ygS4SBuOFAUmwoA,1217
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autogluon/timeseries/models/presets.py,sha256=xmuqxmHrnpFih0GNrkvOP-Sgs2STfLAv5cSPl6Bf4y8,11183
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autogluon/timeseries/models/abstract/__init__.py,sha256=wvDsQAZIV0N3AwBeMaGItoQ82trEfnT-nol2AAOIxBg,102
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autogluon/timeseries/models/abstract/abstract_timeseries_model.py,sha256=LSIc6rIwFs870MHpKUC24naMIcczFGY_--Ov-wyAq2w,21431
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autogluon/timeseries/models/abstract/model_trial.py,sha256=_5Nrk4CrG3u35tTd3elekfdnQI2Pn3P9AGS5CE6nuyg,3749
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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
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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
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autogluon/timeseries/models/ensemble/abstract_timeseries_ensemble.py,sha256=tifETwmiEGt-YtQ9eNK7ojJ3fBvtFMUJvisbfkIJ7gw,3393
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autogluon/timeseries/models/ensemble/greedy_ensemble.py,sha256=5HvZuW5osgsZg3V69k82nKEOy_YgeH1JTfQa7F3cU7s,7220
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autogluon/timeseries/models/gluonts/__init__.py,sha256=M8PV9ZE4WpteScMobXM6RH1Udb1AZiHHtj2g5GQL3TU,329
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autogluon/timeseries/models/gluonts/torch/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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autogluon/timeseries/models/gluonts/torch/models.py,sha256=UXxGBNAYQySLoLw95ZtbwH7R9-K3A5nh38KroW95wc0,19217
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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
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