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GluonTS
Probabilistic time series modeling in Python
GluonTS is a Python package for probabilistic time series modeling, focusing on deep learning based models. GluonTS requires Python 3.6 or newer, and the easiest way to install it is via pip. We train a DeepAR-model and make predictions using the simple "airpassengers" dataset. The dataset consists of a single time-series, containing monthly international passengers between the years 1949 and 1960, a total of 144 values (12 years * 12 months). We split the dataset into train and test parts,...
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