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rtqichen / torchdiffeq

Differentiable ODE solvers with full GPU support and O(1)-memory backpropagation.
MIT License
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multivariate timeseries #170

Open laviniarossimori opened 3 years ago

laviniarossimori commented 3 years ago

HI! it is possibile to use your model for multivariate timeseries forecasting? I want to predict one series with the help of other series

Thank you!.

rtqichen commented 3 years ago

This library only contains basic ODE solving capabilities and gradient computations. It's definitely possible to build your own model using these tools, or you might want to look into open source code from papers that do time series predictions.

2themaxx commented 3 years ago

So, you might be interested in checking out torchCDE which uses the solvers in torchdiffeq to do Controlled differential equations. which are controlled by a time series. In the library, he gives examples of time series classification using a time series. CDEs could likely be turned to your forecasting task as well.