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PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
| Date | Stars |
|---|---|
| 2026-07-24 | 1369 |
| 2026-07-25 | 1369 |
| 2026-07-28 | 1369 |
| 2026-07-30 | 1369 |
| 2026-08-06 | 1369 |
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# PyTorchTS
PyTorchTS is a [PyTorch](https://github.com/pytorch/pytorch) Probabilistic Time Series forecasting framework which provides state of the art PyTorch time series models by utilizing [GluonTS](https://github.com/awslabs/gluon-ts) as its back-end API and for loading, transforming and back-testing time series data sets.
## Installation
```
$ pip3 install pytorchts
```
## Quick start
Here we highlight the the API changes via the GluonTS README.
```python
import matplotlib.pyplot as plt
import pandas as pd
import torch
from gluonts.dataset.common import ListDataset
from gluonts.dataset.util import to_pandas
from pts.model.deepar import DeepAREstimator
from pts import Trainer
```
This simple example illustrates how to train a model on some data, and then use it to make predictions. As a first step, we need to collect some data: in this example we will use the volume of tweets mentioning the AMZN ticker symbol.
```python
url = "https://raw.githubusercontent.com/numenta/NAB/master/data/realTweets/Twitter_volume_AMZN.csv"
df = pd.read_csv(url, header=0, index_col=0, parse_dates=True)
```
The first 100 data points look like follows:
```python
df[:100].plot(linewidth=2)
plt.grid(which='both')
plt.show()
```
We can now prepare a training dataset for our model to train on. Datasets are essentially iterable collections of dictionaries: each dictionary represents a time series with possibly associated features. For this example, we only have one entry, specified by the `"start"` field which is the timestamp of the first data point, and the `"target"` field containing time series data. For training, we will use data up to midnight on April 5th, 2015.
```python
training_data = ListDataset(
[{"start": df.index[0], "target": df.value[:"2015-04-05 00:00:00"]}],
freq = "5min"
)
```
A forecasting model is a *predictor* object. One way of obtaining predictors is by training a correspondent estimator. Instantiating an estimator requires specifying the frequency of the time series that it will handle, as well as the number of time steps to predict. In our example we're using 5 minutes data, so `req="5min"`, and we will train a model to predict the next hour, so `prediction_length=12`. The input to the model will be a vector of size `input_size=43` at each time point. We also specify some minimal training options in particular training on a `device` for `epoch=10`.
```python
device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
estimator = DeepAREstimator(freq="5min",
prediction_length=12,
input_size=19,
trainer=Trainer(epochs=10,
device=device))
predictor = estimator.train(training_data=training_data, num_workers=4)
```
```
45it [00:01, 37.60it/s, avg_epoch_loss=4.64, epoch=0]
48it [00:01, 39.56it/s, avg_epoch_loss=4.2, epoch=1]
45it [00:01, 38.11it/s, avg_epoch_loss=4.1, epoch=2]
43it [00:01, 36.29it/s, avg_epoch_loss=4.05, epoch=3]
44it [00:01, 35.98it/s, avg_epoch_loss=4.03, epoch=4]
48it [00:01, 39.48it/s, avg_epoch_loss=4.01, epoch=5]
48it [00:01, 38.65it/s, avg_epoch_loss=4, epoch=6]
46it [00:01, 37.12it/s, avg_epoch_loss=3.99, epoch=7]
48it [00:01, 38.86it/s, avg_epoch_loss=3.98, epoch=8]
48it [00:01, 39.49it/s, avg_epoch_loss=3.97, epoch=9]
```
During training, useful information about the progress will be displayed. To get a full overview of the available options, please refer to the source code of `DeepAREstimator` (or other estimators) and `Trainer`.
We're now ready to make predictions: we will forecast the hour following the midnight on April 15th, 2015.
```python
test_data = ListDataset(
[{"start": df.index[0], "target": df.value[:"2015-04-15 00:00:00"]}],
freq = "5min"
)
```
```python
for test_enExcerpt of 6,753 characters
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