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lambdaTS fits a variational sequence-to-sequence model
for jointly forecasting multiple numeric time series. Version 2.0 keeps
the original lambdaTS() API, uses internal preprocessing
helpers, and produces predictive samples and interval summaries.
library(lambdaTS)
result <- lambdaTS(
data = bitcoin_gold_oil,
target = c("gold_close", "oil_Close"),
future = 10,
past = 30,
deriv = 1,
epochs = 5,
sample_n = 50,
seed = 42
)The returned prediction list contains horizon-by-horizon
quantiles, means, standard deviations, minima, and maxima.
feature_errors reports validation metrics on the original
scale, while history and plot provide visual
diagnostics.
Set seed for reproducible preprocessing and torch
initialization. The model can use dev = "cuda" when a
compatible torch installation and GPU are available; CPU is the
default.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.