From d3e277aeeac6ccb1644aacc3d2994d5e0fde620d Mon Sep 17 00:00:00 2001 From: wilsonfreitas Date: Sun, 3 Apr 2022 09:01:31 -0300 Subject: [PATCH] Added gluonTS --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index cb3084e..5af5eea 100644 --- a/README.md +++ b/README.md @@ -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