Time series, as the name suggests, are collections of data points that are indexed by time. Given a set of time series, you might ask various kinds of questions:

• How will the time series evolve in the future? Forecasting
• Is the behavior of the time series in a given period abnormal? Anomaly detection
• Which group does a given time series belong to? Time series classification
• Some measurements are missing, what were their values? Imputation

GluonTS allows you to address these questions by simplifying the process of building time series models. Numerous pre-built block of time series models have been proposed. GluonTS contains reference implementations of deep-learning-based time series models from the literature.

• Deep Factor
• Deep AR
• Deep State
• Gaussian Processes (GP)
• Facebook Prophet
• …

Pandas Time Series frequencies Aliases

A number of string aliases are given to useful common time series frequencies.

• B business day frequency
• C custom business day frequency
• D calendar day frequency
• W weekly frequency

Reference

• Creating neural time series models with Gluon Time Series
• Announcing Gluon Time Series, an Open-Source Time Series Modeling Toolkit