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Kats

wangzf / 2022-04-29


Kats is a toolkit to analyze time series data, a lightweight, easy-to-use, and generalizable framework to perform time series analysis. Time series analysis is an essential component of Data Science and Engineering work at industry, from understanding the key statistics and characteristics, detecting regressions and anomalies, to forecasting future trends. Kats aims to provide the one-stop shop for time series analysis, including detection, forecasting, feature extraction/embedding, multivariate analysis, etc.

Kats 是 Facebook 布的一个专门为了时间序列服务的工具库。它作为一个 Toolkit 包,提供了四种简易且轻量化的 API:

forecasting

Detection

TSFeatures

Utilities

参考