Search Results for "neural net time series"
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Showing 16 open source projects for "neural net time series"
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Rezku Point of SaleRezku is an all-inclusive ordering platform and management solution for all types of restaurant and bar concepts. You can now get a fully custom branded downloadable smartphone ordering app for your restaurant exclusively from Rezku.
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PyTorch Forecasting
Time series forecasting with PyTorch
PyTorch Forecasting aims to ease state-of-the-art time series forecasting with neural networks for both real-world cases and research alike. The goal is to provide a high-level API with maximum flexibility for professionals and reasonable defaults for beginners. A time series dataset class that abstracts handling variable transformations, missing values, randomized subsampling, multiple history lengths, etc. -
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Darts
A python library for easy manipulation and forecasting of time series
darts is a Python library for easy manipulation and forecasting of time series. It contains a variety of models, from classics such as ARIMA to deep neural networks. The models can all be used in the same way, using fit() and predict() functions, similar to scikit-learn. The library also makes it easy to backtest models, combine the predictions of several models, and take external data into account. Darts supports both univariate and multivariate time series and models. ... -
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TimeMixer
Decomposable Multiscale Mixing for Time Series Forecasting
TimeMixer is a deep learning framework designed for advanced time series forecasting and analysis using a multiscale neural architecture. The model focuses on decomposing time series data into multiple temporal scales in order to capture both short-term seasonal patterns and long-term trends. Instead of relying on traditional recurrent or transformer-based architectures, TimeMixer is implemented as a fully multilayer perceptron–based model that performs temporal mixing across different resolutions of the data. ... -
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Stock prediction deep neural learning
Predicting stock prices using a TensorFlow LSTM
Predicting stock prices can be a challenging task as it often does not follow any specific pattern. However, deep neural learning can be used to identify patterns through machine learning. One of the most effective techniques for series forecasting is using LSTM (long short-term memory) networks, which are a type of recurrent neural network (RNN) capable of remembering information over a long period of time. This makes them extremely useful for predicting stock prices. ... -
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NeuralProphet
A simple forecasting package
NeuralProphet bridges the gap between traditional time-series models and deep learning methods. It's based on PyTorch and can be installed using pip. A Neural Network based Time-Series model, inspired by Facebook Prophet and AR-Net, built on PyTorch. You can find the datasets used in the tutorials, including data preprocessing examples, in our neuralprophet-data repository. The documentation page may not we entirely up to date. -
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SpikingJelly
SpikingJelly is an open-source deep learning framework
SpikingJelly is an open-source deep learning framework for spiking neural networks that is primarily built on top of PyTorch and aimed at neuromorphic computing research. The project provides the components needed to build, train, and evaluate neural models that communicate through discrete spikes rather than the continuous activations used in conventional artificial neural networks. This makes it especially relevant for researchers interested in biologically inspired computing, event-driven... -
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Qwen3-ASR
Qwen3-ASR is an open-source series of ASR models
Qwen3-ASR is an automatic speech recognition system in the QwenLM family, developed to convert spoken language into text with strong accuracy and real-time performance. As a specialized ASR variant of the broader Qwen language model ecosystem, it focuses on capturing reliable transcriptions from audio sources such as recordings, live streams, or conversational inputs while supporting low latency use cases. The architecture combines advanced neural acoustic modeling with context-aware... -
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sidmon5.net
Sudden ionospheric disturbance monitor with Stokes data product
This package is a VLF receiver for monitoring VLF transmitter signals for evidence of transients indicating ionospheric disturbances, usually caused by x-ray bursts from the sun. It takes sample pairs from dual-channel sound cards and spectrally processes them to Stokes parameters. Data are plotted as time series and in scatter plots. -
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Demucs
Code for the paper Hybrid Spectrogram and Waveform Source Separation
Demucs (Deep Extractor for Music Sources) is a deep-learning framework for music source separation—extracting individual instrument or vocal tracks from a mixed audio file. The system is based on a U-Net-like convolutional architecture combined with recurrent and transformer elements to capture both short-term and long-term temporal structure. It processes raw waveforms directly rather than spectrograms, allowing for higher-quality reconstruction and fewer artifacts in separated tracks. The... -
Propel Software: Product Value Management Platform for ManufacturersPropel is a cloud-native Product Value Management platform that unifies PLM, QMS, and PIM in one connected system, giving manufacturers complete visibility and control across the entire product lifecycle. It provides a single source of truth for all product data, streamlines change management, strengthens quality and compliance processes, and accelerates time-to-market by eliminating the silos and manual steps that slow teams down.
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LSTMs for Human Activity Recognition
Human Activity Recognition example using TensorFlow on smartphone
LSTM-Human-Activity-Recognition is a machine learning project that demonstrates how recurrent neural networks can be used to recognize human activities from sensor data. The repository implements a deep learning model based on Long Short-Term Memory (LSTM) networks to classify physical activities using time-series data collected from wearable sensors. The project uses the well-known Human Activity Recognition dataset derived from smartphone accelerometer and gyroscope signals. ... -
11
Auto-PyTorch
Automatic architecture search and hyperparameter optimization
...The newest features in Auto-PyTorch for tabular data are described in the paper "Auto-PyTorch Tabular: Multi-Fidelity MetaLearning for Efficient and Robust AutoDL" (see below for bibtex ref). Details about Auto-PyTorch for multi-horizontal time series forecasting tasks can be found in the paper "Efficient Automated Deep Learning for Time Series Forecasting" (also see below for bibtex ref). -
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Forecasting Best Practices
Time Series Forecasting Best Practices & Examples
Time series forecasting is one of the most important topics in data science. Almost every business needs to predict the future in order to make better decisions and allocate resources more effectively. This repository provides examples and best practice guidelines for building forecasting solutions. The goal of this repository is to build a comprehensive set of tools and examples that leverage recent advances in forecasting algorithms to build solutions and operationalize them. Rather than... -
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Video Nonlocal Net
Non-local Neural Networks for Video Classification
video-nonlocal-net implements Non-local Neural Networks for video understanding, adding long-range dependency modeling to 2D/3D ConvNet backbones. Non-local blocks compute attention-like responses across all positions in space-time, allowing a feature at one frame and location to aggregate information from distant frames and regions. This formulation improves action recognition and spatiotemporal reasoning, especially for classes requiring context beyond short temporal windows. ... -
14
bulbea
Deep Learning based Python Library for Stock Market Prediction
bulbea is an open-source Python library designed for financial analysis and stock market prediction using machine learning and deep learning techniques. The library provides tools for retrieving financial time series data, preprocessing market data, and training predictive models that estimate future price movements. bulbea integrates common machine learning frameworks such as TensorFlow and Keras to build neural network models capable of learning patterns in historical financial data. It includes utilities for splitting datasets, normalizing time series, and training models such as recurrent neural networks that can capture temporal dependencies in market behavior. ... -
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Neural Libs
Neural network library for developers
This project includes the implementation of a neural network MLP, RBF, SOM and Hopfield networks in several popular programming languages. The project also includes examples of the use of neural networks as function approximation and time series prediction. Includes a special program makes it easy to test neural network based on training data and the optimization of the network. -
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ptsa (pronounced pizza) stands for Python Time Series Analysis. A python module specifically designed with neural data in mind (EEG, MEG, fMRI, etc...), but applicable to almost any type of time series.
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