Added gluonTS

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wilsonfreitas
2022-04-03 09:01:31 -03:00
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@@ -158,6 +158,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [Facebook Prophet](https://github.com/facebook/prophet) - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
- [tsmoothie](https://github.com/cerlymarco/tsmoothie) - A python library for time-series smoothing and outlier detection in a vectorized way.
- [pmdarima](https://github.com/alkaline-ml/pmdarima) - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
- [gluon-ts](https://github.com/awslabs/gluon-ts) - vProbabilistic time series modeling in Python.
### Calendars