Name		Name	Last commit message	Last commit date
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README.md		README.md
data_functions.py		data_functions.py
es_rnn_example.ipynb		es_rnn_example.ipynb
models.py		models.py

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ES-RNN-Pytorch

Overview

This is a work in progress Pytorch implementation of the recently proposed ES-RNN by Slawek Smyl, winner of the M4 competition.

Progress:

Implement Single Series Model based on Additive season and level in Pytorch
Implement toy datset, and Pytorch data functions
Test and Debug SSM on Toy Dataset
Implemente multiplicative season and trend
Implement Multi Series Model with shared Trend LSTM
Implement Multi Series Multi Output Model
Compare performance on benchmark dataset

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This is a work in progress Pytorch implementation of the recently proposed ES-RNN by Slawek Smyl, winner of the M4 competition

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