@mdancho84: Python has crazy forecasting l...

Python has crazy forecasting libraries.

Let me introduce you to Kats, by Meta (Facebook)

Kats is a toolkit to analyze time series data and a lightweight, easy-to-use, and generalizable framework to perform time series analysis. It covers:

- Forecasting
- Detection
- Feature Extraction
- Simulation

1. Forecasting

Kats integrates popular models like ARIMA, Prophet, Holt Winters, and VAR.

Kats also has functions for ensemble models and multivariate forecasts.

See example: github.com/facebookresear…

2. Detection

Kats incorporates:

- Changepoint Detection
- Outlier (Anomaly) Detection
- Trend Detection

See example: github.com/facebookresear…

3. TSFeature Extraction

Kats enables users to extract meaningful information from time series that can be used for similarity and machine learning.

See example: github.com/facebookresear…

Learn more here: facebookresearch.github.io/Kats

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