NeuralProphet is a python library for modeling time-series data based on neural networks . It’s built on top of PyTorch and is heavily inspired by Facebook Prophet and AR-Net libraries.
Read moreHow does neural prophet work?
NeuralProphet uses PyTorch’s gradient descent for optimization, which makes the modeling much faster . Time-series autocorrelation is modeled using the Auto-Regressive Network. Lagged regressors are modeled using a separate Feed-Forward Neural Network.
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