GluonTS: probabilistic and neural time series modeling in Python. 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.
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References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Julien Siebert, Janek Groß, Christof Schroth: A systematic review of Python packages for time series analysis (2021) arXiv
- Alexandrov, Alexander; Benidis, Konstantinos; Bohlke-Schneider, Michael; Flunkert, Valentin; Gasthaus, Jan; Januschowski, Tim; Maddix, Danielle C.; Rangapuram, Syama; Salinas, David; Schulz, Jasper; Stella, Lorenzo; Türkmen, Ali Caner; Wang, Yuyang: GluonTS: probabilistic and neural time series modeling in Python (2020)