timeseries

Mar 30, 2026

Changes in this version

type CfC

+ func (c *CfC) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (c *CfC) FlatGrads() []float64

+ func (c *CfC) FlatParams() []*float64

+ func (c *CfC) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (c *CfC) ParamCount() int

+ func (c *CfC) ZeroGrads()

type DLinear

+ func (d *DLinear) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (d *DLinear) FlatGrads() []float64

+ func (d *DLinear) FlatParams() []*float64

+ func (d *DLinear) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (d *DLinear) ParamCount() int

+ func (d *DLinear) ZeroGrads()

type FreTS

+ func (f *FreTS) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (f *FreTS) FlatGrads() []float64

+ func (f *FreTS) FlatParams() []*float64

+ func (f *FreTS) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (f *FreTS) ParamCount() int

+ func (f *FreTS) ZeroGrads()

type ITransformer

+ func (m *ITransformer) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (m *ITransformer) FlatGrads() []float64

+ func (m *ITransformer) FlatParams() []*float64

+ func (m *ITransformer) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (m *ITransformer) ParamCount() int

+ func (m *ITransformer) ZeroGrads()

type Mamba

+ func (m *Mamba) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (m *Mamba) FlatGrads() []float64

+ func (m *Mamba) FlatParams() []*float64

+ func (m *Mamba) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (m *Mamba) ParamCount() int

+ func (m *Mamba) ZeroGrads()

type NHiTS

+ func (n *NHiTS) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (n *NHiTS) FlatGrads() []float64

+ func (n *NHiTS) FlatParams() []*float64

+ func (n *NHiTS) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (n *NHiTS) ParamCount() int

+ func (n *NHiTS) ZeroGrads()

type PatchTST

+ func (m *PatchTST) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (m *PatchTST) FlatGrads() []float64

+ func (m *PatchTST) FlatParams() []*float64

+ func (m *PatchTST) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (m *PatchTST) ParamCount() int

+ func (m *PatchTST) ZeroGrads()

type TTM

+ func (m *TTM) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (m *TTM) FlatGrads() []float64

+ func (m *TTM) FlatParams() []*float64

+ func (m *TTM) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (m *TTM) ParamCount() int

+ func (m *TTM) ZeroGrads()

type TimeMixer

+ func (m *TimeMixer) BackwardSample(dOutput []float64, cacheIface interface{}) error

+ func (m *TimeMixer) FlatGrads() []float64

+ func (m *TimeMixer) FlatParams() []*float64

+ func (m *TimeMixer) ForwardSample(input [][]float64) ([]float64, interface{}, error)

+ func (m *TimeMixer) ParamCount() int

+ func (m *TimeMixer) ZeroGrads()

type TrainResult

+ func TrainLoop(backend TrainableBackend, windows [][][]float64, labels []float64, ...) (*TrainResult, error)

+ type TrainableBackend interface

+ BackwardSample func(dOutput []float64, cache interface{}) error

+ FlatGrads func() []float64

+ FlatParams func() []*float64

+ ForwardSample func(input [][]float64) ([]float64, interface{}, error)

+ ParamCount func() int

+ ZeroGrads func()

Mar 30, 2026

Changes in this version

type CfC

+ func (c *CfC) ForwardBatch(windows [][][]float64) [][]float64

+ type DataLoader struct

+ func NewDataLoader(windows [][][]float64, labels []float64, batchSize int, shuffle bool) *DataLoader

+ func (dl *DataLoader) Len() int

+ func (dl *DataLoader) Next() (inputBatch *tensor.TensorNumeric[float32], ...)

+ func (dl *DataLoader) NextIndices() (indices []int, ok bool)

+ func (dl *DataLoader) Reset()

+ type FineTuneConfig struct

+ BatchSize int

+ Epochs int

+ FreezeBackbone bool

+ LearningRate float64

+ type FoundationForecaster struct

+ func LoadFoundationModel(path string, engine compute.Engine[float32]) (*FoundationForecaster, error)

+ func NewTestForecaster(numVars, horizon int) (*FoundationForecaster, error)

+ func (f *FoundationForecaster) BatchForecast(ctx context.Context, inputs [][][]float64, horizon int) ([][][]float64, error)

+ func (f *FoundationForecaster) FineTune(ctx context.Context, data [][]float64, labels [][]float64, cfg FineTuneConfig) (*TrainResult, error)

+ func (f *FoundationForecaster) Forecast(ctx context.Context, input [][]float64, horizon int) ([][]float64, error)

+ type MultiScaleOutput struct

+ Scales []scaleDecomposition

type NBEATS

+ func (m *NBEATS) ForwardBatched(ctx context.Context, x *tensor.TensorNumeric[float32]) (*NBEATSOutput, error)

+ type TimeMixer struct

+ func NewTimeMixer(cfg TimeMixerConfig, opts ...TimeMixerOption) *TimeMixer

+ func (m *TimeMixer) Forward(input [][]float64) (*TimeMixerOutput, error)

+ func (m *TimeMixer) ForwardEngine(ctx context.Context, input [][]float64) (*TimeMixerOutput, error)

+ func (m *TimeMixer) MAWeights(scale int) []float64

+ func (m *TimeMixer) TrainWindowed(windows [][][]float64, labels []float64, epochs int) (*TrainResult, error)

+ type TimeMixerAdapter struct

+ Model *TimeMixer

+ func NewTimeMixerAdapter(m *TimeMixer) (*TimeMixerAdapter, error)

+ func (a *TimeMixerAdapter) Backward(_ context.Context, _ *tensor.TensorNumeric[float32], ...) ([]*tensor.TensorNumeric[float32], error)

+ func (a *TimeMixerAdapter) Forward(ctx context.Context, inputs ...*tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (a *TimeMixerAdapter) Parameters() []*graph.Parameter[float32]

+ type TimeMixerConfig struct

+ Dropout float64

+ HiddenSize int

+ InputLen int

+ NumFeatures int

+ NumLayers int

+ NumScales int

+ OutputLen int

+ type TimeMixerOption func(*TimeMixer)

+ func WithTimeMixerEngine(engine compute.Engine[float32], ops numeric.Arithmetic[float32]) TimeMixerOption

+ type TimeMixerOutput struct

+ Forecast [][]float64

Mar 26, 2026

Changes in this version

+ type CrossAsset struct

+ func NewCrossAsset(config CrossAssetConfig) (*CrossAsset, error)

+ func (ca *CrossAsset) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (ca *CrossAsset) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type CrossAssetConfig struct

+ BatchSize int

+ DModel int

+ Epochs int

+ FeaturesPerSource int

+ LearningRate float64

+ NHeads int

+ NLayers int

+ NSources int

Mar 26, 2026

Changes in this version

+ type TTM struct

+ func NewTTM(config TTMTrainConfig, engine compute.Engine[float32], ...) (*TTM, error)

+ func (m *TTM) Forward(ctx context.Context, input *tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (m *TTM) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (m *TTM) SaveWeights(path string) error

+ func (m *TTM) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type TTMEngine struct

+ func NewTTMEngine[T tensor.Float](config TTMTrainConfig, engine compute.Engine[T], ops numeric.Arithmetic[T]) (*TTMEngine[T], error)

+ func (e *TTMEngine[T]) DecoderParameters() []*tensor.TensorNumeric[T]

+ func (e *TTMEngine[T]) EncoderParameters() []*tensor.TensorNumeric[T]

+ func (e *TTMEngine[T]) ExtractPatches(_ context.Context, input *tensor.TensorNumeric[T]) (*tensor.TensorNumeric[T], error)

+ func (e *TTMEngine[T]) Forward(ctx context.Context, input *tensor.TensorNumeric[T]) (*tensor.TensorNumeric[T], error)

+ type TTMTrainConfig struct

+ BatchSize int

+ ChannelMixing bool

+ ContextLen int

+ DModel int

+ Epochs int

+ ForecastLen int

+ FreezeEncoder bool

+ LearningRate float64

+ NumChannels int

+ NumMixerLayers int

+ PatchLen int

+ func (c TTMTrainConfig) ForecastPatches() int

+ func (c TTMTrainConfig) NumPatches() int

Mar 24, 2026

Changes in this version

+ type FreTSOption func(*FreTS)

+ func WithFreTSEngine(engine compute.Engine[float32], ops numeric.Arithmetic[float32]) FreTSOption

Mar 24, 2026

Changes in this version

+ type CfCOption func(*CfC)

+ func WithCfCEngine(engine compute.Engine[float32], ops numeric.Arithmetic[float32]) CfCOption

+ type FreTS struct

+ func NewFreTS(config FreTSConfig) (*FreTS, error)

+ func (f *FreTS) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (f *FreTS) SaveWeights(path string) error

+ func (f *FreTS) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type FreTSConfig struct

+ Channels int

+ HiddenSize int

+ InputLen int

+ OutputLen int

+ TopK int

+ type ITransformer struct

+ func NewITransformer(config ITransformerConfig) (*ITransformer, error)

+ func (m *ITransformer) Load(path string) error

+ func (m *ITransformer) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (m *ITransformer) Save(path string) error

+ func (m *ITransformer) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type ITransformerConfig struct

+ Channels int

+ DFF int

+ DModel int

+ InputLen int

+ NHeads int

+ NLayers int

+ OutputLen int

+ type Mamba struct

+ func NewMamba(config MambaConfig, engine compute.Engine[float32], ...) (*Mamba, error)

+ func (m *Mamba) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (m *Mamba) SaveWeights(path string) error

+ func (m *Mamba) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type MambaConfig struct

+ Channels int

+ DConv int

+ DModel int

+ DState int

+ ExpandFactor int

+ InputLen int

+ NLayers int

+ OutputLen int

Mar 24, 2026

Changes in this version

type CfC

+ func (c *CfC) SetEngine(engine compute.Engine[float32], ops numeric.Arithmetic[float32])

+ type DLinearOption func(*DLinear)

+ func WithEngine(engine compute.Engine[float32]) DLinearOption

Mar 21, 2026

Changes in this version

type PatchTST

+ func (m *PatchTST) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (m *PatchTST) SaveWeights(path string) error

+ func (m *PatchTST) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

type TrainConfig

+ WarmupEpochs int

type TrainResult

+ Metrics map[string]float64

+ ModelPath string

Mar 21, 2026

Changes in this version

+ type CfC struct

+ func NewCfC(config CfCConfig) (*CfC, error)

+ func (c *CfC) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (c *CfC) SaveWeights(path string) error

+ func (c *CfC) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type CfCConfig struct

+ HiddenSize int

+ InputSize int

+ NumLayers int

+ OutputLen int

+ OutputSize int

+ type DLinear struct

+ func NewDLinear(inputLen, outputLen, channels, kernelSize int) (*DLinear, error)

+ func (d *DLinear) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (d *DLinear) SaveWeights(path string) error

+ func (d *DLinear) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type DLinearConfig struct

+ Channels int

+ InputLen int

+ KernelSize int

+ OutputLen int

+ type NHiTS struct

+ func NewNHiTS(config NHiTSConfig, engine compute.Engine[float32], ...) (*NHiTS, error)

+ func (m *NHiTS) Forward(ctx context.Context, x *tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (n *NHiTS) Load(path string) error

+ func (n *NHiTS) PredictWindowed(modelPath string, windows [][][]float64) ([]float64, error)

+ func (n *NHiTS) Save(path string) error

+ func (n *NHiTS) TrainWindowed(windows [][][]float64, labels []float64, config TrainConfig) (*TrainResult, error)

+ type NHiTSAdapter struct

+ Model *NHiTS

+ func NewNHiTSAdapter(m *NHiTS) (*NHiTSAdapter, error)

+ func (a *NHiTSAdapter) Backward(_ context.Context, _ *tensor.TensorNumeric[float32], ...) ([]*tensor.TensorNumeric[float32], error)

+ func (a *NHiTSAdapter) Forward(ctx context.Context, inputs ...*tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (a *NHiTSAdapter) Parameters() []*graph.Parameter[float32]

+ type NHiTSConfig struct

+ Channels int

+ HiddenSize int

+ InputLength int

+ NumMLPLayers int

+ OutputLength int

+ PoolKernels []int

+ type TrainConfig struct

+ BatchSize int

+ Beta1 float64

+ Beta2 float64

+ Epochs int

+ Epsilon float64

+ GradClip float64

+ LR float64

+ WeightDecay float64

+ func DefaultTrainConfig() TrainConfig

+ type TrainResult struct

+ FinalLoss float64

+ LossHistory []float64

Mar 20, 2026

Changes in this version

+ func QuantileLoss(predicted [][]float64, targets []float64, quantiles []float64) (float64, error)

+ type Forecast struct

+ Horizons []float64

+ Quantiles map[float64][]float64

+ type NBEATS struct

+ func NewNBEATS(config NBEATSConfig, engine compute.Engine[float32], ...) (*NBEATS, error)

+ func (m *NBEATS) Decompose(ctx context.Context, x *tensor.TensorNumeric[float32]) (map[StackType]*tensor.TensorNumeric[float32], error)

+ func (m *NBEATS) Forward(ctx context.Context, x *tensor.TensorNumeric[float32]) (*NBEATSOutput, error)

+ type NBEATSAdapter struct

+ Model *NBEATS

+ func NewNBEATSAdapter(m *NBEATS) (*NBEATSAdapter, error)

+ func (a *NBEATSAdapter) Backward(_ context.Context, _ *tensor.TensorNumeric[float32], ...) ([]*tensor.TensorNumeric[float32], error)

+ func (a *NBEATSAdapter) Forward(ctx context.Context, inputs ...*tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (a *NBEATSAdapter) Parameters() []*graph.Parameter[float32]

+ type NBEATSConfig struct

+ HiddenDim int

+ InputLength int

+ NBlocksPerStack int

+ NHarmonics int

+ OutputLength int

+ StackTypes []StackType

+ type NBEATSOutput struct

+ Forecast *tensor.TensorNumeric[float32]

+ StackBackcasts []*tensor.TensorNumeric[float32]

+ StackForecasts []*tensor.TensorNumeric[float32]

+ type PatchTST struct

+ func NewPatchTST(config PatchTSTConfig, engine compute.Engine[float32], ...) (*PatchTST, error)

+ func (m *PatchTST) Forward(ctx context.Context, input *tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (m *PatchTST) Predict(input [][]float64) ([][]float64, error)

+ type PatchTSTAdapter struct

+ Model *PatchTST

+ func NewPatchTSTAdapter(m *PatchTST) (*PatchTSTAdapter, error)

+ func (a *PatchTSTAdapter) Backward(_ context.Context, _ *tensor.TensorNumeric[float32], ...) ([]*tensor.TensorNumeric[float32], error)

+ func (a *PatchTSTAdapter) Forward(ctx context.Context, inputs ...*tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (a *PatchTSTAdapter) Parameters() []*graph.Parameter[float32]

+ type PatchTSTConfig struct

+ ChannelIndependent bool

+ DModel int

+ InputLength int

+ NHeads int

+ NLayers int

+ OutputDim int

+ PatchLength int

+ Stride int

+ func (c PatchTSTConfig) NumPatches() int

+ type StackType int

+ const StackGeneric

+ const StackSeasonality

+ const StackTrend

+ func (s StackType) String() string

+ type TFT struct

+ func NewTFT(config TFTConfig, engine compute.Engine[float32], ...) (*TFT, error)

+ func (m *TFT) Predict(staticFeatures []float64, timeFeatures [][]float64) ([][]float64, error)

+ func (m *TFT) VariableSelectionWeights(featureType string, features []float64) ([]float64, error)

+ type TFTAdapter struct

+ Model *TFT

+ func NewTFTAdapter(m *TFT) (*TFTAdapter, error)

+ func (a *TFTAdapter) Backward(_ context.Context, _ *tensor.TensorNumeric[float32], ...) ([]*tensor.TensorNumeric[float32], error)

+ func (a *TFTAdapter) Forward(ctx context.Context, inputs ...*tensor.TensorNumeric[float32]) (*tensor.TensorNumeric[float32], error)

+ func (a *TFTAdapter) Parameters() []*graph.Parameter[float32]

+ type TFTConfig struct

+ DModel int

+ NHeads int

+ NHorizons int

+ NumStaticFeatures int

+ NumTimeFeatures int

+ Quantiles []float64