This repository is a user-friendly pytorch implementation of our AAAI'21 paper: Deep switching auto-regressive factorization. DSARF performs switching dynamical systems modeling.
This notebook includes several examples of using DSARF for short- and long-term forecasting and dynamical state estimation.
Also, check this notebook for DSARF documentation and model overview.
To access older version of our code see DSARF_v0.0.
Pytorch, Numpy, Scipy, Matplotlib