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"Microsoft Azure Machine Learning Forecasting Toolkit"

Project description

Azuremlftk is the Azure ML Package for Forecasting, a library of models, data transforms and evaluators common in forecasting scenarios.

Some of the things it provides: * data imputation transforms * rolling window and lagging/leading transforms * timestamp featurization * validators for doing cross-validation correctly with time series * standard “univariate” models” like ARIMA, ETS and Seasonal Naive * forecasting models that seamlessly convert forecasting to regression and accept external regressors * grouping multiple time series to learn a single model

All models and transforms are presented with uniform scikit-like interfaces.

Reference documentation

Sample notebooks

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