AtsPy: Automated Time Series Forecasting in Python

Abstract

This short report deals with the recent rise of programmatic time series methods. This decade has witnessed the proliferation of commercial and open source time-series tooling, which calls for an exposition of what is publicly available. In tandem with this survey, AtsPy, an open source automated time series framework is developed as a working prototype to showcase the ability of state of the art univariate time series methods.