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Add DeepStateModel #1253

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alex-hse-repository merged 36 commits intomastertinkoff-ai/etna:masterfrom ETNA-1022-v2tinkoff-ai/etna:ETNA-1022-v2Copy head branch name to clipboardJun 23, 2023

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Commits

Commits on Apr 26, 2023

• Add base state space models

  

  alex-hse-repository

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• Add tests for base ssms

  

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• Add composit SSM

  

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• Update tests

  

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• Add Linear Dynamic System with sampling

  

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• Add test for LDS smapling

  

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• Add kalman filter

  

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• Add tests

  

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• Add partial implementation of DeepState

  

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• Add datetime_index handling

  

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• Add forward implementation

  

  alex-hse-repository

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  ostreech1997

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• Fix tests

  

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  ostreech1997

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• Add notebook with snaity-check

  

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Commits on May 2, 2023

• Reformat code

  ostreech1997

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• Add tests for deepstate model

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• Delete notebook from models dir

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• Merge branch 'master' into ETNA-1022-v2

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• Update CHANGELOG.md

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Commits on May 11, 2023

• Change make_samples of DeepStateNet

  ostreech1997

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Commits on May 12, 2023

• Fix make_samples of DeepStateNet and WeeklySeasonalitySSM

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Commits on May 22, 2023

• Fix cuda

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Commits on May 24, 2023

• Fix WeeklySeasonalitySSM

  ostreech1997

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• Fix timestamp_transform of WeeklySeasonalitySSM and DaylySeasonalitySSM

  ostreech1997

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Commits on May 25, 2023

• Fix make_samples of DeepStateNet

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Commits on May 28, 2023

• Add YearlySeasonalitySSM

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Commits on May 31, 2023

• Fix cuda error of LevelSSM

  ostreech1997

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Commits on Jun 2, 2023

• Merge branch 'master' into ETNA-1022-v2

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Commits on Jun 5, 2023

• Reformat code

  ostreech1997

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Commits on Jun 7, 2023

• Replace type_as with to of torch.Tensor

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• Change docstring of SSM class

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Commits on Jun 8, 2023

• Add DeepStateModel example to neural network notebook

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Commits on Jun 14, 2023

• Add device definition to coeffs of SSM class

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• Reformat code

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• Add inference tests for DeepStateModel

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Commits on Jun 23, 2023

• Merge branch 'master' into ETNA-1022-v2

  alex-hse-repository

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• Reformat NN notebook

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