tsai
State-of-the-art Deep Learning for Time Series and Sequence Modeling.
tsaiis currently under active development by timeseriesAI.
tsai is an open-source deep learning package built on top of Pytorch & fastai focused on state-of-the-art techniques for time series classification, regression and forecasting.
New in tsai:
- 🚀🚀 MINIROCKET a SOTA Time Series Classification model (now available in Pytorch): You can now check MiniRocket's performance in our new tutorial notebook 10_Time_Series_Classification_and_Regression_with_MiniRocket.ipynb
"Using this method, it is possible to train and test a classifier on all of 109 datasets from the UCR archive to state-of-the-art accuracy in less than 10 minutes." A. Dempster et al. (Dec 2020)
-
Multi-class and multi-label time series classification notebook: you can also check our new tutorial notebook: 01a_MultiClass_MultiLabel_TSClassification.ipynb
-
Self-supervised learning: If you are interested in applying self-supervised learning to time series, you may check our new tutorial notebook: 08_Self_Supervised_MVP.ipynb
-
New visualization: We've also added a new PredictionDynamics callback that will display the predictions during training. This is the type of output you would get in a classification task for example:
Installation
You can install the latest stable version from pip using:
pip install tsai
Or you can install the cutting edge version of this library from github by doing:
pip install -Uqq git+https://github.com/timeseriesAI/tsai.git
Once the install is complete, you should restart your runtime and then run:
from tsai.all import *
Documentation
Here's the link to the documentation.
How to get started
To get to know the tsai package, we'd suggest you start with this notebook in Google Colab: 01_Intro_to_Time_Series_Classification
It provides an overview of a time series classification problem using fastai v2.
If you want more details, you can get them in nbs 00 and 00a.
To use tsai in your own notebooks, the only thing you need to do after you have installed the package is to add this:
from tsai.all import *
Citing tsai
If you use tsai in your research please use the following BibTeX entry:
@Misc{tsai,
author = {Ignacio Oguiza},
title = {tsai - A state-of-the-art deep learning library for time series and sequential data},
howpublished = {Github},
year = {2020},
url = {https://github.com/timeseriesAI/tsai}
}