AtsPy: Automated Time Series Forecasting in Python
2 Pages Posted: 14 May 2020
Date Written: April 20, 2020
This short report deals with the recent rise of programmatic time series methods. This decade has witnessed the proliferation of commercial and open source time-series tooling, which calls for an exposition of what is publicly available. In tandem with this survey, AtsPy, an open source automated time series framework is developed as a working prototype to showcase the ability of state of the art univariate time series methods.
Keywords: Automated Time Series, Time Series, Forecasting, Economics, Business
JEL Classification: C01, C22, C32, C53
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