Neural time series models with GluonTS Time Series Workshop ICML 2019

We introduce GluonTS, the Gluon Time Series Toolkit, a library for deep learning based time series modeling. GluonTS simplifies the development of and experimentation with time series models for common tasks such as forecasting or anomaly detection. It provides all necessary components and tools that scientists need for quickly building new models, for efficiently running and analyzing experiments and for evaluating model accuracy.