Gluonts: Probabilistic and neural time series modeling in python
Journal of Machine Learning Research, 2020•jmlr.org
We introduce the Gluon Time Series Toolkit (GluonTS), a Python library for deep learning
based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection.
GluonTS simplifies the time series modeling pipeline by providing the necessary
components and tools for quick model development, efficient experimentation and
evaluation. In addition, it contains reference implementations of state-of-the-art time series
models that enable simple benchmarking of new algorithms.
based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection.
GluonTS simplifies the time series modeling pipeline by providing the necessary
components and tools for quick model development, efficient experimentation and
evaluation. In addition, it contains reference implementations of state-of-the-art time series
models that enable simple benchmarking of new algorithms.
We introduce the Gluon Time Series Toolkit (GluonTS), a Python library for deep learning based time series modeling for ubiquitous tasks, such as forecasting and anomaly detection. GluonTS simplifies the time series modeling pipeline by providing the necessary components and tools for quick model development, efficient experimentation and evaluation. In addition, it contains reference implementations of state-of-the-art time series models that enable simple benchmarking of new algorithms.
jmlr.org
