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Nixtla/neuralforecast

A Python library providing PyTorch-based neural network models for time-series forecasting.

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NeuralForecast offers a comprehensive set of neural forecasting models ranging from classic RNNs to modern Transformers including NBEATS, NHiTS, DeepAR, and temporal fusion transformers. Built on PyTorch, it provides scalable and user-friendly implementations for training and inference with probabilistic forecasting capabilities. The library focuses on performance and robustness for univariate and hierarchical time series prediction tasks.

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