08-27, 16:00–17:30 (Europe/Berlin), Room 5
sktime is the most widely used scikit-learn compatible framework library for learning with time series. sktime is maintained by a neutral non-profit under permissive license, easily extensible by anyone, and interoperable with the python data science stack.
This tutorial gives a hands-on introduction to sktime, for common time series learning tasks such as forecasting, starting with a general overview of the package and forecasting interfaces for uni- and multivariate forecasts with endo-/exogeneous data, probabilistic forecasts, and forecasting in the presence of hierarchical data.
The tutorial then proceeds to showcase some of the newest features in 2024, based on a hierarchical demand forecasting use case example: support for foundation models, hugging face connectors, advanced support for hierarchical and global forecasts, and integration features for creating API compatible algorithms and sharing them via the sktime discoverability tools.
The tutorial gives an up-to-date introduction to sktime base features with a focus on forecasting, model building, hierarchical and global data, and marketplace features.
It showcases a selection of new and exciting features 2024:
- Integrations for foundation models, pre-trained or fine-tuned deep learning models, hugging face connector
- global forecasting interfaces, building parallelizable pipelines for hierarchical data sets with level individual models and autoML
- Probabilistic models, distribution prediction, reduction to tabular probabilistic regression
- New developer marketplace patterns for developing and registering API compatible estimators with the sktime estimator search and discoverability tools
sktime is developed by an open community, with aims of ecosystem integration in a neutral, charitable space. We welcome contributions and seek to provides opportunity for anyone worldwide.
Supervised Learning
Expected audience expertise: Domain –none
Expected audience expertise: Python –some
Public link to supporting material – Project Homepage / Git – Abstract as a tweet –sktime - the python package for time series. Introduction and new feature 2024 - foundation models, probabilistic models, hierarchical demand forecasting, marketplace features
founder and core developer of sktime project.
AI researcher with experience in head/principal roles in industrial R&D and in academic faculty roles.