sktime - A Unified Toolbox for ML with Time Series - Markus Löning | PyData Global 2021

sktime - A Unified Toolbox for Machine Learning with Time Series
Speaker: Markus Löning

Summary
This tutorial is about sktime - a unified framework for machine learning with time series. sktime features various time series algorithms and modular tools for pipelining, ensembling and tuning. You will learn how to use, combine and evaluate different algorithms on real-world data sets and integrate functionality from many existing libraries, including scikit-learn.

Description
Time series are ubiquitous in real-world applications, but often add considerable complications to data science workflows. Many machine learning libraries (e.g. scikit-learn) focus on non-temporal data. And even though there are many time series libraries, they are often incompatible with each other.

In this tutorial, we will present sktime - a unified framework for machine learning with time series (https://github.com/alan-turing-instit.... sktime covers multiple time series learning problems, including time series transformation, classification and forecasting, among others. In addition, sktime allows you to easily apply an algorithm for one task to solve another (e.g. a scikit-learn regressor to solve a forecasting problem). In the tutorial, you will learn about how you can identify these problems, what their key differences are and how they are related.

To solve these problems, sktime provides various time series algorithms and modular tools for pipelining, ensembling and tuning. In addition, sktime is interfaces with many existing libraries, including scikit-learn, statsmodels and fbprophet.

You will learn how to use, combine, tune and evaluate different algorithms on real-world data sets. We'll work through all of this step by step using Jupyter Notebooks. Finally, you will find out about how to get involved in sktime's community.

Markus Löning's Bio
I am one of the core developers of sktime, a unified Python framework for ML with time series. I've recently finished my PhD at UCL and am now working as a data scientist in industry. During my PhD, I spent nine months at the The Alan Turing Institute. My research focuses on ML, time series analysis and software design.
GitHub: https://github.com/mloning/
Twitter:   / mloning_  
LinkedIn:   / mloning  

PyData Global 2021
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