Forecasting
Forecasting
Kats provides a full set of tools for forecasting that includes 10+ individual forecasting models, ensembling, a selfsupervised learning (meta-learning) model, backtesting, hyperparameter tuning, and empirical prediction intervals.
Detection
Detection
Kats supports functionalities to detect various patterns on time series data, including seasonalities, outlier, change point, and slow trend changes
TSFeatures
TSFeatures
The time series feature (TSFeature) extraction module in Kats can produce 65 features with clear statistical definitions, which can be incorporated in most machine learning (ML) models, such as classification and regression.
Multivariate
Multivariate
Multivariate time series have more than one time-dependent variable, where those time series might inter-correlated with each other. Learning such inter-dependencies can improve the performance of many time series analysis tasks including forecasting and detection. Kats currently provides multivariate models including VAR and AR-Net, we also support algorithm for multivariate anomaly detection.
Visualization
Visualization
Coming soon...
Utilities
Utilities
Kats also provides a set of useful utilities, such as time series simulators.