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41 changes: 35 additions & 6 deletions docs/source/index.rst
Original file line number Diff line number Diff line change
Expand Up @@ -15,18 +15,18 @@ Our article on `Towards Data Science <https://towardsdatascience.com/introducing
introduces the package and provides background information.

PyTorch Forecasting aims to ease state-of-the-art
timeseries forecasting with neural networks for both real-world cases and
time series forecasting with neural networks for both real-world cases and
research alike. The goal is to provide a high-level API with maximum flexibility for
professionals and reasonable defaults for beginners.
Specifically, the package provides

* A timeseries dataset class which abstracts handling variable transformations, missing values,
* A time series dataset class which abstracts handling variable transformations, missing values,
randomized subsampling, multiple history lengths, etc.
* A base model class which provides basic training of timeseries models along with logging in TensorBoard
* A base model class which provides basic training of time series models along with logging in TensorBoard
and generic visualizations such as actual vs predictions and dependency plots
* Multiple neural network architectures for timeseries forecasting that have been enhanced
* Multiple neural network architectures for time series forecasting that have been enhanced
for real-world deployment and come with in-built interpretation capabilities
* Multi-horizon timeseries metrics
* Multi-horizon time series metrics
* Hyperparameter tuning with `optuna <https://optuna.readthedocs.io/>`_

The package is built on `PyTorch Lightning <https://pytorch-lightning.readthedocs.io/>`_ to allow
Expand All @@ -52,9 +52,38 @@ To use the MQF2 loss (multivariate quantile loss), also execute

pip install pytorch-forecasting[mqf2]

Visit :ref:`Getting started <getting-started>` to learn more about the package and detailed installation instruction.
Visit :ref:`Getting started <getting-started>` to learn more about the package and detailed installation instructions.
The :ref:`Tutorials <tutorials>` section provides guidance on how to use models and implement new ones.

Key Features
------------

PyTorch Forecasting provides several tools for deep learning based time series forecasting:

* Flexible ``TimeSeriesDataSet`` class for handling time series data
* Built-in neural forecasting models such as Temporal Fusion Transformer
* Multi-horizon forecasting metrics
* Integrated hyperparameter tuning using `optuna <https://optuna.readthedocs.io/>`_
* Visualization tools for predictions and model interpretation

Quick Example
-------------

Below is a minimal example showing how to create a dataset and train a forecasting model.

.. code-block:: python

from pytorch_forecasting import TimeSeriesDataSet
from pytorch_forecasting.models import TemporalFusionTransformer

# assume dataframe "data" contains time series data
dataset = TimeSeriesDataSet(
data,
time_idx="time_idx",
target="value",
group_ids=["series"]
)

.. toctree::
:titlesonly:
:hidden:
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