torch_timeseries.dataset.ExchangeRate

class ExchangeRate(root: str = './data')[source]

Bases: TimeSeriesDataset

The collection of the daily exchange rates of eight foreign countries including Australia, British, Canada, Switzerland, China, Japan, New Zealand, and Singapore ranging from 1990 to 2016.

The raw data is collected from https://github.com/laiguokun/multivariate-time-series-data.

name

Name of the dataset.

Type:: str

num_features

Number of features in the dataset.

Type:: int

freq

Frequency of the data points (daily).

Type:: str

length

Length of the dataset.

Type:: int

download()[source]: Downloads and extracts the dataset.

_load()[source]: Loads the dataset into a NumPy array.

_summary_

Parameters:: root (str) – data save location