Meet Kats — a one-stop shop for time series analysis

What this post added

Introduced Kats, a new comprehensive Python library for generic time series analysis. Kats provides algorithms and models for forecasting (including 10+ models, ensembling, meta-learning, backtesting, and prediction intervals), detection (seasonality, outliers, change points, slow trend changes), feature extraction (65+ statistical features), and multivariate analysis. It also includes utilities like time series simulators. Kats aims to standardize and connect various domains within time series analysis, enabling users to explore data characteristics, predict future values, monitor anomalies, and integrate these into ML models.