Merlion: A Machine Learning Library for Time Series

09/20/2021
by   Aadyot Bhatnagar, et al.
78

We introduce Merlion, an open-source machine learning library for time series. It features a unified interface for many commonly used models and datasets for anomaly detection and forecasting on both univariate and multivariate time series, along with standard pre/post-processing layers. It has several modules to improve ease-of-use, including visualization, anomaly score calibration to improve interpetability, AutoML for hyperparameter tuning and model selection, and model ensembling. Merlion also provides a unique evaluation framework that simulates the live deployment and re-training of a model in production. This library aims to provide engineers and researchers a one-stop solution to rapidly develop models for their specific time series needs and benchmark them across multiple time series datasets. In this technical report, we highlight Merlion's architecture and major functionalities, and we report benchmark numbers across different baseline models and ensembles.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
06/12/2019

GluonTS: Probabilistic Time Series Models in Python

We introduce Gluon Time Series (GluonTS)[<https://gluon-ts.mxnet.io>], a...
research
03/10/2022

A Review of Open Source Software Tools for Time Series Analysis

Time series data is used in a wide range of real world applications. In ...
research
06/20/2023

PyRCA: A Library for Metric-based Root Cause Analysis

We introduce PyRCA, an open-source Python machine learning library of Ro...
research
06/21/2021

Multivariate Power Series in Maple

We present MultivariatePowerSeries, a Maple library introduced in Maple ...
research
05/19/2023

TSGM: A Flexible Framework for Generative Modeling of Synthetic Time Series

Temporally indexed data are essential in a wide range of fields and of i...
research
09/07/2023

TSGBench: Time Series Generation Benchmark

Synthetic Time Series Generation (TSG) is crucial in a range of applicat...
research
07/15/2022

Greykite: Deploying Flexible Forecasting at Scale at LinkedIn

Forecasts help businesses allocate resources and achieve objectives. At ...

Please sign up or login with your details

Forgot password? Click here to reset