"Microsoft Azure Machine Learning Forecasting Toolkit"
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 https://azuremlpackages.blob.core.windows.net/forecasting/release1902/documentation/index.html