Merlion: A Machine Learning Library for Time Series-猫眼课题宝

DOI：

发表时间：

2021-09

期刊：

ArXiv

影响因子：

通讯作者：

中科院分区：

其他

文献类型：

作者：

Aadyot Bhatnagar;Paul Kassianik;Chenghao Liu;Tian Lan;Wenzhuo Yang;Rowan Cassius;Doyen Sahoo;Devansh Arpit;Sri Subramanian;Gerald Woo;Amrita Saha;A. Jagota;Gokulakrishnan Gopalakrishnan;Manpreet Singh;K. C. Krithika;Sukumar Maddineni;Daeki Cho;Bo Zong;Yingbo Zhou;Caiming Xiong;S. Savarese;S. Hoi;Huan Wang

我们介绍Merlion，一个用于时间序列的开源机器学习库。它为许多常用的模型和数据集提供了统一的接口，用于单变量和多变量时间序列的异常检测和预测，以及标准的预处理/后处理层。它有几个模块来提高易用性，包括可视化、异常评分校准以提高可解释性、用于超参数调优和模型选择的AutoML以及模型集成。Merlion还提供了一个独特的评估框架，可以模拟生产中模型的实时部署和重新培训。该库旨在为工程师和研究人员提供一站式解决方案，以快速开发适合其特定时间序列需求的模型，并跨多个时间序列数据集对其进行基准测试。在这个技术报告中，我们强调了Merlion的体系结构和主要功能，并且我们报告了不同基线模型和集成的基准数据。

We introduce Merlion, an open-source machine learning library for time series. It features a unified interface for many commonly used models and datasets for anomaly detection and forecasting on both univariate and multivariate time series, along with standard pre/post-processing layers. It has several modules to improve ease-of-use, including visualization, anomaly score calibration to improve interpetability, AutoML for hyperparameter tuning and model selection, and model ensembling. Merlion also provides a unique evaluation framework that simulates the live deployment and re-training of a model in production. This library aims to provide engineers and researchers a one-stop solution to rapidly develop models for their specific time series needs and benchmark them across multiple time series datasets. In this technical report, we highlight Merlion's architecture and major functionalities, and we report benchmark numbers across different baseline models and ensembles.

Merlion: A Machine Learning Library for Time Series

文献摘要

被引文献

相似文献