Variational Seq2Seq Model with Lambda Transformer for Time Series Analysis

Probabilistic multivariate time series forecasting using a variational sequence-to-sequence model with Lambda-style temporal aggregation. Provides transformations, uncertainty estimates, diagnostics, and publication-ready plots.


Reference manual

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install.packages("lambdaTS")

2.0.0 by Giancarlo Vercellino, a month ago


Browse source code at https://github.com/cran/lambdaTS


Authors: Giancarlo Vercellino [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports ggplot2, torch

Suggests knitr, rmarkdown, testthat


See at CRAN