Wrapping GluonTS models ----------------------- GluonTS provides a set of models that can be used for probabilistic time-series forecasting. Here, we show how we can wrap these models into CHAP models, to enable using them on spatio-temporal data and to evalutate them against other models. We will use the `DeepAREstimator` model from GluonTS, which is a deep learning model based on an RNN architecture. For this simple example we use a model that does not take weather into account, but only the the auto-regressive time series data. Let's start by loading the data and the model. .. code-block:: python from climate_health.data.datasets import ISIMIP_dengue_harmonized from gluonts.torch import DeepAREstimator from gluonts.torch.distributions import NegativeBinomialOutput # Load the data data = ISIMIP_dengue_harmonized['vietnam'] # Define the DeepAR model n_locations = len(data.locations) prediction_length = 4 deep_ar = DeepAREstimator( num_layers=2, hidden_size=24, dropout_rate=0.3, num_feat_static_cat=1, scaling=False, embedding_dimension=[2], cardinality=[n_locations], prediction_length=prediction_length, distr_output=NegativeBinomialOutput(), freq='M') # Wrap the model in a CHAP model from climate_health.adapters.gluonts import GluonTSEstimator model = GluonTSEstimator(gluonts_model, data) The model now is a chap compatible model and we can run our evaluation pipeline on it. .. code-block:: python from climate_health.evaluation import evaluate_model evaluate_model(model, data, prediction_length=4, n_test_sets=8, report_filename='gluonts_deepar_results.csv')