TimeSeries

[oguiza (Ignacio Oguiza)]

I’ve just shared the version of the TimeseriesAI repo I’ve ported to v2.
TimeseriesAI is a DL package for Time Series / Sequential Data library based on fastai.

The package be be installed from pip: pip install tsai

In different tests I’ve run it’s 40-60% faster than vanilla v2 when using numpy arrays.

If you are interested, you have more details here:

40+% faster training with a scikit-learn-like API for numpy arrays

TLDR: fastai2 is great, but if you use numpy arrays as input it may be slower than fastai v1. However, if you use NumpyDatasets/ NumpyDataLoader your training will be 33% faster than v1 and 40+% faster than v2. During the last couple of weeks, I’ve been porting timeseriesAI to fastai v2. timeseriesAI is a Practical Deep Learning for Time Series / Sequential Data package I built on top fastai v1, that takes X (and y) numpy arrays as input. The new package can be easily installed from pip (`pip…