forecasting

Hello,

On the website, the Installation page redirects to a 404: Not found page when clicking on "follow the instruction" in the Windows section.

Regards,

Hugo Defois

There are any multivariate forecasting example?

Is your feature request related to a current problem? Please describe.
In order to create an outlier detection with Prophet, i need the full dataframe that's return Prophet

Describe proposed solution
Remove the hardcoded ["yhat"] from Prophet.predict add a variable asking to return just yhat or all the predictions: 'yhat_lower', 'yhat_upper', etc..
https://unit8co.github.io/d

Description

(A clear and concise description of what the feature is.)

• util.cumsum implementation https://github.com/awslabs/gluon-ts/blob/master/src/gluonts/mx/util.py#L326 does not scale under mx.ndarray
• cumsum is 2-5 times slower than nd.cumsum under both mx.sym and mx.ndarray, and even fails for large 4-dim input

Sample test

Code

# import ...
def test_

Dear team,

I am in stuck when convert very large numpy array to your TSDatasets.
These are what I have tried to fix my issue:

• when building time-series, I used tensorflow.keras.preprocessing.timeseries_dataset_from_array. After this step, the memory is still fine
• I concatenate all batch data into numpy array, this step produces problem so I use numpy memmap to avoi

We have a lot of antiquated docstrings that don't render well into ReadTheDocs. A kind of grunge (but incredibly useful) task would be to refactor these docstrings into proper ReadTheDocs format. This would allow us to render them effectively...