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arXiv 2110.03224cs.LGstat.CO
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Darts:时间序列的User-Friendly现代机器学习

Darts: User-Friendly Modern Machine Learning for Time Series

Unit8 SA(Unit8公司)
Julien Herzen, Francesco Lässig, Samuele Giuliano Piazzetta, Thomas Neuer, Léo Tafti, Guillaume Raille, Tomas Van Pottelbergh, Marek Pasieka, Andrzej Skrodzki, … 展开作者

Julien Herzen, Francesco Lässig, Samuele Giuliano Piazzetta, Thomas Neuer, Léo Tafti, Guillaume Raille, Tomas Van Pottelbergh, Marek Pasieka, Andrzej Skrodzki, Nicolas Huguenin, Maxime Dumonal, Jan Kościsz, Dennis Bader, Frédérick Gusset, Mounir Benheddi, Camila Williamson, Michal Kosinski, Matej Petrik, Gaël Grosch

摘要:

我们介绍了Darts,一个用于时间序列的Python机器学习库,重点是预测。Darts提供了各种模型,从经典的ARIMA到最先进的深度神经网络。该库的重点是提供现代机器学习功能,例如支持多维系列,多系列元学习,大型数据集训练,整合外部数据,集成模型,并为概率预测提供丰富的支持。与此同时,API的设计非常小心,使其用户友好和易于使用。例如,所有模型都可以使用fit()/predict()来使用,类似于scikit-learn。

英文摘要:

We present Darts, a Python machine learning library for time series, with a focus on forecasting. Darts offers a variety of models, from classics such as ARIMA to state-of-the-art deep neural networks. The emphasis of the library is on offering modern machine learning functionalities, such as supporting multidimensional series, meta-learning on multiple series, training on large datasets, incorporating external data, ensembling models, and providing a rich support for probabilistic forecasting. At the same time, great care goes into the API design to make it user-friendly and easy to use. For instance, all models can be used using fit()/predict(), similar to scikit-learn.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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