Neural Time Series Models with GluonTS
Date:
ICML Time Series Workshop Talk with corresponding youtube link on GluonTS.
Here we describe our GluonTS open-source Python package for probabilistic time series modeling. It contains both classical state space models and deep learning models.
I also presented on GluonTS at the following venues:
- The Amazon Conference for Machine Learning (AMLC) in Seattle in July 2019
- Time Series Meetup hosted by Meta in June 2022, which included our latest research: