AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting

Understand

We introduce AutoGluon-TimeSeries - an open-source AutoML library for probabilistic time series forecasting.

• Focused on ease of use and robustness, AutoGluon-TimeSeries enables users to generate accurate point and quantile forecasts with just 3 lines of Python code.
• Built on the design philosophy of AutoGluon, AutoGluon-TimeSeries leverages ensembles of diverse forecasting models to deliver high accuracy within a short training time.
• AutoGluon-TimeSeries combines both conventional statistical models, machine-learning based forecasting approaches, and ensembling techniques.