Kats: One stop shop for time series analysis in Python
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Kats: One stop shop for time series analysis in Python
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Re: Kats: One stop shop for time series analysis in Python
#2is it a wrapper around prophet?
Re: Kats: One stop shop for time series analysis in Python
#3is it a wrapper around prophet?
I hadn't heard of prophet before, thanks!
Re: Kats: One stop shop for time series analysis in Python
#4Kats looks like a useful library, but I’m a bit surprised to see they’re not enabling parallel execution for the numba kernels. Surely FB must have time-series data large-enough they’d see some performance benefits from parallelism in these functions?
Re: Kats: One stop shop for time series analysis in Python
#5is it a wrapper around prophet?
Based on the example, it looks like this is a framework that incorporates Prophet as one way to build time series models and takes things a few steps further.
Re: Kats: One stop shop for time series analysis in Python
#6is it a wrapper around prophet?
Prophet is just a specific forecasting procedure.
Re: Kats: One stop shop for time series analysis in Python
#7The time series feature (TSFeature) extraction module in Kats can produce 65 features with clear statistical definitions, which can be incorporated in most machine learning (ML) models...
I'd be curious about the performance of these. A time series featurization library I've liked the look of but haven't used for real is catch22: https://github.com/chlubba/catch22
In particular I like catch22's methodology:
catch22 is a collection of 22 time-series [that are] are a high-performing subset of the over 7000 features in hctsa. Features were selected based on their classification performance across a collection of 93 real-world time-series classification problems...
Re: Kats: One stop shop for time series analysis in Python
#8is it a wrapper around prophet?
And does it also have prophet's constraint that to predict in time t+1 in Y you need input for t+1 for all X which usually you don't have?
Re: Kats: One stop shop for time series analysis in Python
#9What are suggested online courses to learn about multi variable time series forecasting? My skill level is - ok with university level Biometrics but that was 10+ years ago, and I am web/self-taught python for web apps and automating GIS tasks.
Re: Kats: One stop shop for time series analysis in Python
#10is it a wrapper around prophet?
More like profet+ imho