AutoGluon-TimeSeries is the latest addition to AutoGluon, which helps you easily build powerful time series forecasting models with as little as three lines of code.
Time series forecasting is a common task in a wide array of industries as well as scientific domains. Having access to reliable forecasts for supply, demand, or capacity is crucial to planning for businesses. However, time series forecasting is a difficult problem, especially when thousands of potentially related time series are available, such as sales in a large catalog in ecommerce, or capacity at hundreds of operational sites.
Simple statistical or judgement-based forecasting methods are often already strong baselines that are difficult to improve on with novel machine learning (ML) methods. Moreover, applications of recent advances in ML to forecasting are varied, with few methods such as DeepAR [1] or Temporal Fusion Transformers [2] emerging as popular choices. However, these methods are difficult to train,

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