Amazon SageMaker Autopilot automatically builds, trains, and tunes the best machine learning (ML) models based on your data, while allowing you to maintain full control and visibility. We have recently announced support for time series data in Autopilot. You can use Autopilot to tackle regression and classification tasks on time series data, or sequence data in general. Time series data is a special type of sequence data where data points are collected at even time intervals.
Manually preparing the data, selecting the right ML model, and optimizing its parameters is a complex task, even for an expert practitioner. Although automated approaches exist that can find the best models and their parameters, these typically can’t handle data that comes as sequences, such as network traffic, electricity consumption, or household expenses recorded over time. Because this data takes the form of observations acquired at different time points, consecutive observations can’t be treated

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