GluonTS

First published: 2019

Brief summary

Probabilistic time-series toolkit.

Article

GluonTS is covered by the linked source. Probabilistic time-series toolkit.

The material from GluonTS presents a forecasting method, software implementation, benchmark or evaluation procedure.

Sound forecasting preserves time order, compares models with simple baselines and evaluates performance at the intended horizon. Point accuracy and uncertainty may both matter.

Performance can deteriorate after structural change. Model selection and preprocessing must use training data only, with final results measured on genuinely unseen periods.

Source details and credits

• Source / publisher: GluonTS
• Source type: Software docs
• URL type: WWW
• Credits: GluonTS
• URL: https://ts.gluon.ai/stable/