GluonTS: Probabilistic and Neural Time Series Modeling in Python

Published in Proceedings of the 39th International Conference on Machine Learning (ICML), 2020

Recommended citation: Alexandrov, A., Benidis, K., Bohlke-Schneider, M., Flunkert, V., Gasthaus, J., Januschowski, T., Maddix, D.C., Rangapuram, S., Salinas, D., Schulz, J., Stella, L., Türkmen, A.C., Wang, Y. (2020). "GluonTS: Probabilistic and Neural Time Series Modeling in Python." Journal of Machine Learning Research (JMLR). 21(116):1-6. https://www.jmlr.org/papers/v21/19-820.html