Neural Time Series Models with GluonTS

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:
  • Incremental Quantile Function (IQF)
  • Domain Adaptation Forecaster (DAF)