AutoGluon-TimeSeries: AutoML for Probabilistic Time Series Forecasting. (arXiv:2308.05566v1 [cs.LG])

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. In
our evaluation on 29 benchmark datasets, …

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