An open source library for Fuzzy Time Series in Python

PyTorch Code for running various time series models for different time stamps and confidence intervals for Solar Irradiance prediction.

This course gives an introduction to linear time series models, such as autoregressive, moving average and ARMA models. Moreover, it is shown how the empirical autocorrelation and partial correlation can be used to identify the model. The Durbin- Levinson, the innovation algorithm and the theory for optimal forecasts are explained. The last part…