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Amazon’s GluonTS is a Deep Learning Framework for Time Series Forecasting
Optimized for PyTorch and MXNet, the framework includes implementations of state of the art deep learning models for time series.
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Time series forecasting has been one of the main use cases for machine learning since its early days and, yet, it lags behind other disciplines in terms of technical breakthroughs. Even though time series forecasting hasn’t had a GPT-3 moment, there hasn’t been a lack of innovation in the space. However, most of the deep learning stacks applied to time series forecasting remained confined in research papers and haven’t been packaged into mainstream data science frameworks. GluonTS…