GluonTS: Probabilistic Time Series Models in Python

12 Jun 2019Alexander AlexandrovKonstantinos BenidisMichael Bohlke-SchneiderValentin FlunkertJan GasthausTim JanuschowskiDanielle C. MaddixSyama RangapuramDavid SalinasJasper SchulzLorenzo StellaAli Caner TürkmenYuyang Wang

We introduce Gluon Time Series (GluonTS, available at https://gluon-ts.mxnet.io), 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... (read more)

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Evaluation Results from the Paper


TASK DATASET MODEL METRIC NAME METRIC VALUE GLOBAL RANK COMPARE
Time Series Bitcoin-Alpha gluon_ts Accuracy 0.9 # 1