PyTorch Forecasting

PyTorch Forecasting is a highly scalable open-source library for state-of-the-art time series forecasting with PyTorch. It provides common data structures like TimeSeriesDataSet, various forecasting models (e.g., TFT, DeepAR, N-BEATS), normalizers, and metrics, all integrated with PyTorch Lightning for efficient training. The current version is 1.7.0, with regular updates aligning with PyTorch and PyTorch Lightning developments. It requires Python versions >=3.10 and <3.15.