GluonTS
Probabilistic time series modeling in Python
..., by removing the last three years (36 months) from the train data. Thus, we will train a model on just the first nine years of data. Python has the notion of extras – dependencies that can be optionally installed to unlock certain features of a package. We make extensive use of optional dependencies in GluonTS to keep the amount of required dependencies minimal. To still allow users to opt-in to certain features, we expose many extra dependencies.