Table Of Contents
Table Of Contents

gluonts.model.canonical package

class gluonts.model.canonical.CanonicalRNNEstimator(freq: str, context_length: int, prediction_length: int, trainer: gluonts.trainer._base.Trainer = gluonts.trainer._base.Trainer(batch_size=32, clip_gradient=10.0, ctx=None, epochs=100, hybridize=True, init="xavier", learning_rate=0.001, learning_rate_decay_factor=0.5, minimum_learning_rate=5e-05, num_batches_per_epoch=50, patience=10, weight_decay=1e-08), num_layers: int = 1, num_cells: int = 50, cell_type: str = 'lstm', num_parallel_samples: int = 100, cardinality: List[int] = [1], embedding_dimension: int = 10, distr_output: gluonts.distribution.distribution_output.DistributionOutput = gluonts.distribution.student_t.StudentTOutput())[source]

Bases: gluonts.model.canonical._estimator.CanonicalEstimator