Sample Code for use of the Gluonts Python library in AWS Sagemaker Notebook Instance to benchmark popular time series forecast Algorithms, including
amazon-sagemaker-forecast-algorithms-benchmark-using-gluonts.ipynb gives an example on how to compare forecast algorithms on a dataset by only using the Gluonts library.
- The Jupyter notebook should be run in a AWS Sagemker Notebook Instance (ml.m5.4xlarge is recommended)
- Pls use the conda_python3 kernel.
The example charts below visualize the comparison of different algorithms on prediction the same time series.
This library is licensed under the MIT-0 License. See the LICENSE file.