GluonTS: Probabilistic Time Series Models in Python (2019-06-12T00:00:00.000000Z)

TL;DR

Gluon Time Series is introduced, a library for deep-learning-based time series modeling that provides all necessary components and tools that scientists need for quickly building new models, for efficiently running and analyzing experiments and for evaluating model accuracy.

Abstract

We introduce Gluon Time Series (GluonTS, available at this https URL), a library for deep-learning-based time series modeling. GluonTS simplifies the development of and experimentation with time series models for common tasks such as forecasting or anomaly detection. It provides all necessary components and tools that scientists need for quickly building new models, for efficiently running and analyzing experiments and for evaluating model accuracy.

Authors

A. Alexandrov

1 papers

Konstantinos Benidis

1 papers

Michael Bohlke-Schneider

1 papers

TL;DR

Abstract

Authors

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