Merlion: End-to-End Machine Learning for Time Series

We introduce Merlion, an open-source machine learning library for time series. It features a unified interface for many commonly used models and datasets for forecasting and anomaly detection on both univariate and multivariate time series, along with standard pre/post-processing layers. It has several modules to improve ease-of-use, including a no-code visual dashboard, anomaly score calibration to improve interpetability, AutoML for hyperparameter tuning and model selection, and model ensembling. Merlion also provides an evaluation framework that simulates the live deployment of …

anomaly anomaly detection code dashboard datasets detection ease-of-use features forecasting library machine machine learning modules multivariate no-code post-processing processing series standard time series