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ourownstory authored Feb 19, 2024
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pip install .
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Note for Windows users: Please use WSL2
Note for Windows users: Please use WSL2.

## Features
### Model components
* Autoregression: Autocorrelation modelling - linear or NN (AR-Net).
* Trend: Piecewise linear trend with optional automatic changepoint detection.
* Seasonality: Fourier terms at different periods such as yearly, daily, weekly, hourly.
* Lagged regressors: Lagged observations (e.g temperature sensor) - linear or NN.
* Future regressors: In advance known features (e.g. temperature forecast) - linear.
* Future regressors: In advance known features (e.g. temperature forecast) - linear or NN.
* Events: Country holidays & recurring custom events.
* Global Modeling: Components can be local, global or 'glocal' (global + regularized local)


### Framework features
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* Model checkpointing and validation.



### Coming soon<sup>:tm:</sup>

* Cross-relation of lagged regressors.
* Cross-relation and non-linear modelling of future regressors.
* Static features / Time series featurization.
* Static metadata regression for multiple series
* Logistic growth for trend component.
* Model bias modelling / correction with secondary model.
* Multimodal seasonality.

For a list of past changes, please refer to the [releases page](https://github.com/ourownstory/neural_prophet/releases).

The vision for future development can be seen at [Development Timeline](notes/development_timeline.md) (partially outdated).

## Cite
Please cite [NeuralProphet](https://arxiv.org/abs/2111.15397) in your publications if it helps your research:
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