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Functions448 in github.com/Victorletzelter/timeMCL

↓ 1 callersMethodpredict_start_from_noise
(self, x_t, t, noise)
tsExperiments/models/project_models/timeGrad/utils.py:284
↓ 1 callersMethodq_posterior
(self, x_start, x_t, t)
tsExperiments/models/project_models/timeGrad/utils.py:290
↓ 1 callersFunctionreconstruct_quantized_trajectories
(N_levels, eigenfunctions, eigenvalues)
toy/toy.py:515
↓ 1 callersFunctionreconstruct_quantized_trajectories_conditioned
( N_levels, eigenfunctions, eigenvalues, t, x, b )
toy/toy.py:379
↓ 1 callersMethodrepeat
(tensor, dim=0)
tsExperiments/models/project_models/tMCL/timeMCL_network.py:615
↓ 1 callersMethodrepeat
(tensor, dim=0)
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:600
↓ 1 callersMethodrepeat
(tensor, dim=0)
tsExperiments/models/project_models/deepAR/network.py:572
↓ 1 callersFunctionreproduce_tables
Create LaTeX tables from the results as csv files, and save them in a txt file.
tsExperiments/extract/extract_tables.py:583
↓ 1 callersMethodsample
Generate the given number of samples from the forecasted distribution. Parameters: ----------- num_samples: int
tsExperiments/models/project_models/tactis2/model/tactis.py:1067
↓ 1 callersMethodsample
(self, sample_shape=torch.Size(), cond=None)
tsExperiments/models/project_models/timeGrad/utils.py:339
↓ 1 callersMethodsampling_decoder
Computes sample paths by unrolling the RNN starting with a initial input and state. Parameters ---------- pa
tsExperiments/models/project_models/tMCL/timeMCL_network.py:576
↓ 1 callersMethodsampling_decoder
Computes sample paths by unrolling the RNN starting with a initial input and state. Parameters ---------- pa
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:567
↓ 1 callersMethodsampling_decoder
Computes sample paths by unrolling the RNN starting with a initial input and state. Parameters ---------- pa
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:505
↓ 1 callersMethodsampling_decoder
Computes sample paths by unrolling the RNN starting with a initial input and state. Parameters ---------- pa
tsExperiments/models/project_models/tempflow/tempflow_network.py:523
↓ 1 callersMethodsampling_decoder
Computes sample paths by unrolling the RNN starting with a initial input and state. Parameters ---------- pa
tsExperiments/models/project_models/deepAR/network.py:539
↓ 1 callersMethodsave_data
(self, path)
tsExperiments/stock_market_data/data_processors/_base.py:292
↓ 1 callersMethodscale
(self)
tsExperiments/models/project_models/timeGrad/utils.py:271
↓ 1 callersMethodscheduler_temperature
(self, epoch)
tsExperiments/models/project_models/tMCL/lighting_grad.py:49
↓ 1 callersFunctionset_lowest_and_second_lowest_in_bold_and_underline
Format lowest and second lowest values in DataFrame
tsExperiments/computation_time/extract_table.py:25
↓ 1 callersFunctionsplit_train_val
Function to split the dataset into train and validation datasets. Args: dataset_name (str): name of the dataset grouped_train (Li
tsExperiments/utils/utils.py:212
↓ 1 callersMethodtrain_model
( self, training_data: Dataset, validation_data: Optional[Dataset] = None, num
tsExperiments/Estimator/pytorchEstimator.py:104
↓ 1 callersFunctiontrain_tMCL
Trains the tMCL neural network with specific trajectories (Brownian Motion, Brownian Bridge, AR(p)). :param model: Instance of the tMCL m
toy/toy.py:247
↓ 1 callersMethodupdate_wta_mode_params
(self, dict_of_params)
tsExperiments/models/project_models/tMCL/timeMCL_network.py:177
↓ 1 callersFunctionvalidate_forecast
Validates a Forecast object by checking it for `NaN` values. The supplied quantiles and mean (if available) are checked. Parameters
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:104
Function_
(x: torch.Tensor)
tsExperiments/models/project_models/tMCL/timeMCL_estimator.py:74
Method__call__
(self, index: pd.DatetimeIndex)
tsExperiments/utils/utils.py:45
Method__call__
Compute accuracy metrics for multivariate forecasts. Parameters ---------- ts_iterator iterator over tar
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:753
Method__call__
( self, inference_data_loader: DataLoader, prediction_net, input_names: List[s
tsExperiments/models/project_models/tMCL/timeMCL_estimator.py:83
Method__call__
(self, ts: np.ndarray)
tsExperiments/models/project_models/tactis2/estimator.py:72
Method__call__
( self, net: nn.Module, train_iter: DataLoader, validation_iter: Optional[Data
tsExperiments/Estimator/Trainer.py:42
Method__init__
(self, freq: str)
tsExperiments/utils/utils.py:27
Method__init__
Initializes a multi-GPU-friendly python command line logger that logs on all processes with their rank prefixed in the log message. :
tsExperiments/utils/pylogger.py:10
Method__init__
( self, dim: int, rank: int, sigma_init: float = 1.0, sigma_minimum: f
tsExperiments/distribution_output/utils.py:33
Method__init__
( self, data_source: str, start_date: str, end_date: str, time_interva
tsExperiments/stock_market_data/data_processors/_base.py:42
Method__init__
( self, data_source: str, start_date: str, end_date: str, time_interva
tsExperiments/stock_market_data/data_processors/yahoofinance.py:42
Method__init__
(self,start_date:str, end_date:str, time_interval:str="1d",
tsExperiments/stock_market_data/data_processors/creating_dataset.py:21
Method__init__
( self, dataset: Dataset, transform: Transformation, is_train: bool = True,
tsExperiments/data_and_transformation/loader.py:15
Method__init__
( self, cardinalities: List[int], embedding_dims: List[int], )
tsExperiments/data_and_transformation/feature.py:10
Method__init__
(self, minimum_scale: float = 1e-10, *args, **kwargs)
tsExperiments/data_and_transformation/scaler.py:76
Method__init__
(self, *args, **kwargs)
tsExperiments/data_and_transformation/scaler.py:120
Method__init__
( self, minimum_std, minimum_std_cst, add_minimum_std, default_scale,
tsExperiments/data_and_transformation/scaler.py:149
Method__init__
(self, flow, input_size, cond_size)
tsExperiments/data_and_transformation/flows.py:17
Method__init__
(self, input_size, momentum=0.9, eps=1e-5)
tsExperiments/data_and_transformation/flows.py:103
Method__init__
(self, input_size, hidden_size, n_hidden, mask, cond_label_size=None)
tsExperiments/data_and_transformation/flows.py:163
Method__init__
(self, input_size, n_outputs, mask, cond_label_size=None)
tsExperiments/data_and_transformation/flows.py:235
Method__init__
Args: input_size -- scalar; dim of inputs hidden_size -- scalar; dim of hidden layers n_hidden -- scalar;
tsExperiments/data_and_transformation/flows.py:254
Method__init__
(self, input_size)
tsExperiments/data_and_transformation/flows.py:334
Method__init__
( self, n_blocks, input_size, hidden_size, n_hidden, cond_labe
tsExperiments/data_and_transformation/flows.py:420
Method__init__
Parameters ---------- quantiles list of strings of the form 'p10' or floats in [0, 1] with the quant
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:600
Method__init__
(self, diffusion, input_size, cond_size)
tsExperiments/models/project_models/tMCL/utils.py:26
Method__init__
(self, dim=None, keepdim=False)
tsExperiments/models/project_models/tMCL/utils.py:57
Method__init__
( self, mcl_n_hypotheses: int, mcl_hidden_dim: int, num_layers: int, n
tsExperiments/models/project_models/tMCL/timeMCL_network.py:36
Method__init__
( self, model_kwargs: dict, optim_kwargs: dict, )
tsExperiments/models/project_models/tMCL/lighting_grad.py:24
Method__init__
(self, sample_hyps=True)
tsExperiments/models/project_models/tMCL/timeMCL_estimator.py:80
Method__init__
( self, freq: str, prediction_length: int, target_dim: int, num_hypoth
tsExperiments/models/project_models/tMCL/timeMCL_estimator.py:153
Method__init__
forecast_steps: number of future time steps to predict. context_length: number of observations used as context (optional, used for so
tsExperiments/models/project_models/ETS/model.py:12
Method__init__
context_length: number of observations used as context. forecast_steps: number of future time steps to predict.
tsExperiments/models/project_models/ETS/model.py:42
Method__init__
Parameters: ----------- num_series: int Number of series of the data which will be sent to the model. mod
tsExperiments/models/project_models/tactis2/network.py:31
Method__init__
( self, model_kwargs: dict, optim_kwargs: dict, num_batch_epoch_phase_1: int,
tsExperiments/models/project_models/tactis2/lighting.py:15
Method__init__
A PytorchTS wrapper for TACTiS Parameters: ----------- model_parameters: Dict[str, Any] The parameters t
tsExperiments/models/project_models/tactis2/estimator.py:89
Method__init__
Parameters: ----------- input_dim: int Dimension of the encoded representation. attention_heads: int
tsExperiments/models/project_models/tactis2/model/decoder.py:301
Method__init__
A Deep Sigmoid Flow network, made of multiple Sigmoig Flow layers. This model a flexible transformation from any real values into the
tsExperiments/models/project_models/tactis2/model/flow.py:189
Method__init__
Parameters: ----------- embedding_dim: int The dimension of the input and output embeddings for this encoding.
tsExperiments/models/project_models/tactis2/model/tactis.py:39
Method__init__
Parameters: ----------- hist_value: torch.Tensor [batch, series, time steps] Historical data which can be used in
tsExperiments/models/project_models/tactis2/model/tactis.py:110
Method__init__
Parameters: ----------- hist_value: torch.Tensor [batch, series, time steps] Historical data which can be used in
tsExperiments/models/project_models/tactis2/model/tactis.py:163
Method__init__
Parameters: ----------- attention_layers: int How many successive attention pairs of layers this will use.
tsExperiments/models/project_models/tactis2/model/encoder.py:149
Method__init__
Parameters: ----------- context_dim: int Size of the context (embedding created by the encoder) that will be sent
tsExperiments/models/project_models/tactis2/model/marginal.py:28
Method__init__
(self, dim, proj_dim, max_steps=500)
tsExperiments/models/project_models/timeGrad/utils.py:16
Method__init__
(self, hidden_size, residual_channels, dilation)
tsExperiments/models/project_models/timeGrad/utils.py:41
Method__init__
(self, cond_length, target_dim)
tsExperiments/models/project_models/timeGrad/utils.py:77
Method__init__
( self, denoise_fn, input_size, beta_end=0.1, diff_steps=100,
tsExperiments/models/project_models/timeGrad/utils.py:180
Method__init__
(self, diffusion, input_size, cond_size)
tsExperiments/models/project_models/timeGrad/utils.py:434
Method__init__
( self, freq: str, prediction_length: int, target_dim: int, context_le
tsExperiments/models/project_models/timeGrad/timeGradEstimator.py:56
Method__init__
( self, model_kwargs: dict, optim_kwargs: dict, )
tsExperiments/models/project_models/timeGrad/lighting_grad.py:15
Method__init__
( self, num_parallel_samples: int, num_layers: int, num_cells: int, ce
tsExperiments/models/project_models/timeGrad/timeGradNetwork.py:23
Method__init__
( self, freq: str, prediction_length: int, target_dim: int, context_le
tsExperiments/models/project_models/transformerTempFlow/transformerTempFlow_estimator.py:47
Method__init__
( self, num_parallel_samples: int, d_model: int, num_heads: int, act_t
tsExperiments/models/project_models/transformerTempFlow/transTempFlow_network.py:21
Method__init__
( self, model_kwargs: dict, optim_kwargs: dict, )
tsExperiments/models/project_models/transformerTempFlow/lighting_grad.py:18
Method__init__
( self, num_parallel_samples: int, num_layers: int, num_cells: int, ce
tsExperiments/models/project_models/tempflow/tempflow_network.py:25
Method__init__
( self, model_kwargs: dict, optim_kwargs: dict, )
tsExperiments/models/project_models/tempflow/lighting_grad.py:19
Method__init__
( self, freq: str, prediction_length: int, target_dim: int, context_le
tsExperiments/models/project_models/tempflow/tempFlow_estimator.py:50
Method__init__
( self, num_layers: int, num_cells: int, cell_type: str, context_lengt
tsExperiments/models/project_models/deepAR/network.py:20
Method__init__
( self, model_kwargs: dict, optim_kwargs: dict, )
tsExperiments/models/project_models/deepAR/lighting_grad.py:17
Method__init__
( self, freq: str, prediction_length: int, target_dim: int, context_le
tsExperiments/models/project_models/deepAR/estimator.py:66
Method__init__
( self, trainer: Trainer, lead_time: int = 0, dtype: np.dtype = np.float32 )
tsExperiments/Estimator/pytorchEstimator.py:45
Method__init__
( self, epochs: int = 100, batch_size: int = 32, num_batches_per_epoch: int =
tsExperiments/Estimator/Trainer.py:21
Method__init__
( self, trainer_kwargs: Dict[str, Any], lead_time: int = 0, )
tsExperiments/Estimator/pytorchLightingEstimator.py:40
Method__init__
( self, process_type, batch_size, nb_discretization_points, inter
toy/toy.py:27
Method__init__
( self, cond_dim, nb_step_simulation, n_hypotheses, device,
toy/toy.py:183
Method__iter__
(self)
tsExperiments/data_and_transformation/loader.py:32
Method_apply_subsetting
Only keep a small number of series for each of the input tensors. Which series will be kept is randomly selected for each batch. The
tsExperiments/models/project_models/tactis2/model/tactis.py:525
Function_simple_linear_projection
(input_dim: int, output_dim: int)
tsExperiments/models/project_models/tactis2/model/decoder.py:40
Method_worker_init_fn
(worker_id)
tsExperiments/Estimator/pytorchEstimator.py:181
Method_worker_init_fn
(worker_id)
tsExperiments/Estimator/pytorchLightingEstimator.py:230
Functionact_a
(x)
tsExperiments/models/project_models/tactis2/model/flow.py:56
Functionact_b
(x)
tsExperiments/models/project_models/tactis2/model/flow.py:60
Functionact_w
(x)
tsExperiments/models/project_models/tactis2/model/flow.py:64
Functionaggregate_all
No filtering applied. Both `nan` and `inf` possible in aggregate metrics.
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:60
Functionaggregate_no_nan
Filter all `nan` but keep `inf`. `nan` is only possible in the aggregate metric if all timeseries for a metric resulted in `nan`.
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:73
Functionaggregate_valid
Filter all `nan` & `inf` values from `metric_per_ts`. If all metrics in a column of `metric_per_ts` are `nan` or `inf` the result will b
tsExperiments/models/project_models/tMCL/personnalized_evaluator.py:87
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