Kats
lastmod 2021-06-24created 2021-06-241 edits
A Python framework for time series data analysis
Features
- Released by the Facebook data science team
- Aims to be a one-stop shop for time series analysis in Python, including detection, forecasting, feature extraction / embedding, and multivariate analysis
- Forecasting : 10+ forecasting models, self-supervised learning models, backtesting, hyperparameter tuning..
- Detection : detects various patterns such as seasonality, outliers, change points, and slow trend changes
- TSFeatures : extracts 65 features, can be integrated into ML models