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I am pleased to announce the open-source Python package PyTorch Forecasting. It makes time series forecasting with neural networks simple both for data science practitioners and researchers.

我很高兴地宣布开源Python软件包PyTorch Forecasting 。 对于数据科学从业者和研究人员而言，它使使用神经网络进行时间序列预测变得简单。

为什么准确的预测如此重要？ (Why is accurate forecasting so important?)

Forecasting time series is important in many contexts and highly relevant to machine learning practitioners. Take, for example, demand forecasting from which many use cases derive. Almost every manufacturer would benefit from better understanding demand for their products in order to optimise produced quantities. Underproduce and you will lose revenues, overproduce and you will be forced to sell excess produce at a discount. Very related is pricing, which is essentially a demand forecast with a specific focus on price elasticity. Pricing is relevant to virtually all companies.

预测时间序列在许多情况下都很重要，并且与机器学习从业者高度相关。 以需求预测为例，从中可以得出许多用例。 几乎每个制造商都将从对产品需求的了解中受益，从而优化产量。 生产不足，您将损失收入，生产过剩，您将被迫以折扣价出售多余的产品。 与定价息息相关的是定价，本质上是需求预测，特别关注价格弹性。 定价实际上与所有公司有关。

For a large number of additional machine learning applications time is of the essence: predictive maintenance, risk scoring, fraud detection, etc. — you name it. The order of events and time between them is crucial to create a reliable forecast.

对于大量其他机器学习应用程序来说，时间至关重要：预测性维护，风险评分，欺诈检测等-随便你说吧。 事件之间的顺序和时间对创建可靠的预测至关重要。

In fact, while time series forecasting might not be as shiny as image recognition or language processing, it is more common in industry. This is because image recognition and language processing are relatively new to the field and are often used to power new products, while forecasting has been around for decades and sits at the heart of many decision (support) systems. The employment of high-accuracy machine learning models such as the ones in PyTorch Forecasting can better support decision making or even automate it, often directly resulting in multi-million dollars of additional profits.

实际上，尽管时间序列预测可能不如图像识别或语言处理那么闪亮，但在行业中更为普遍。 这是因为图像识别和语言处理在该领域相对较新，并且经常用于驱动新产品，而预测已经存在了数十年，并且是许多决策(支持)系统的核心。 像PyTorch预测中那样使用高精度的机器学习模型可以更好地支持决策甚至自动化，通常直接带来数百万美元的额外利润。

深度学习成为强大的预测工具 (Deep learning emerges as a powerful forecasting tool)

Deep learning (neural networks) has only recently outperformed traditional methods in time series forecasting, and has done so by a smaller margin than in image and language processing. In fact, in forecasting pure time series (which means without covariates, for example, price is to demand), deep learning has surpassed traditional statistical methods only two years ago [1]. However, as the field is quickly advancing, accuracy advantages associated with neural networks have become significant, which merits their increased use in time series forecasting. For example, the latest architecture N-BEATS demonstrates an 11% decrease in sMAPE on the M4 competition dataset compared to the next best non-neural-network-based method which is an ensemble of statistical methods [2]. This network is also implemented in PyTorch Forecasting.

深度学习(神经网络)直到最近才在时间序列预测方面胜过传统方法，并且与图像和语言处理相比，其实现幅度较小。 实际上，在预测纯时间序列时(这意味着没有协变量，例如，价格是必需的)，深度学习仅在两年前就超过了传统的统计方法[1]。 但是，随着该领域的快速发展，与神经网络相关的准确性优势变得十分重要，这应将其在时间序列预测中的应用日益广泛。 例如，最新的体系结构N-BEATS与第二种基于非神经网络的最佳统计方法相比，在M4竞争数据集上的sMAPE降低了11％[2]。 PyTorch预测中也实现了该网络。

Furthermore, even compared to other popular machine learning algorithms, such as gradient boosted trees, deep learning has two advantages. First, neural network architectures can be designed with an inherent understanding of time, i.e. they automatically make a connection between temporally close data points. As a result, they can capture complex time dependencies. On the contrary, traditional machine learning models require manual creation of time series features, such as the average over the last x days. This diminishes the capabilities of these traditional machine learning algorithms to model time dependencies. Second, most tree-based models output a step function by design. Therefore, they cannot predict the marginal impact of change in inputs and, further, are notoriously unreliable in out-of-domain forecasts. For example, if we have observed only prices at 30 EUR and 50 EUR, tree-based models cannot assess the impact on demand of changing the price from 30 EUR to 35 EUR. In consequence, they often cannot directly be used to optimise inputs. However, this is often the whole point of creating a machine learning model — the value is in the optimisation of covariates. At the same time, neural networks employ continuous activation functions and are particularly good at interpolation in high-dimensional spaces, i.e. they can be used to optimise inputs, such as price.

此外，即使与其他流行的机器学习算法(例如，梯度增强树)相比，深度学习也有两个优点。 首先，可以在对时间有内在理解的情况下设计神经网络体系结构，即，它们可以自动在时间上接近的数据点之间建立连接。 结果，它们可以捕获复杂的时间依赖性。 相反，传统的机器学习模型需要手动创建时间序列特征，例如最近x天的平均值。 这削弱了这些传统机器学习算法建模时间依赖性的能力。 其次，大多数基于树的模型都是根据设计输出阶跃函数的。 因此，他们无法预测输入变化的边际影响，而且，众所周知，在域外预测中也不可靠。 例如，如果我们仅观察到30欧元和50欧元的价格，则基于树的模型无法评估将价格从30欧元更改为35欧元对需求的影响。 因此，它们通常不能直接用于优化输入。 但是，这通常是创建机器学习模型的全部要点-价值在于优化协变量。 同时，神经网络采用连续激活函数，特别擅长在高维空间中进行插值，即它们可用于优化输入(例如价格)。

什么是PyTorch预测？ (What is PyTorch Forecasting?)

PyTorch Forecasting aims to ease time series forecasting with neural networks for real-world cases and research alike. It does so by providing state-of-the-art time series forecasting architectures that can be easily trained with pandas dataframes.

PyTorch Forecasting旨在通过神经网络简化针对实际案例和研究的时间序列预测。 通过提供最先进的时间序列预测体系结构，可以使用熊猫</