Autogluon: Request for time series forecasting

[alexAlchemy]

Although I know that you can technically run "managed" deep learning on AWS using Sage Maker I can certainly see the value of a project like this.

Specifically I'm thinking of https://aws.amazon.com/forecast which runs your forecast for you.

Do you have any plans to add forecasting to gluon?

Thanks, Alex

[Innixma]

Hi Alex,

Forecasting is definitely an important area to expand on in future. We don't have plans laid out for when we would be adding forecasting but we will make sure to update this issue when we have more info!

Best,
Nick

[zhanghang1989]

Thanks @alexAlchemy! Agree that adding time series will be important.

We do have plan to integrate time series using gluon-ts. An intern starts to implement a autogluon fit for that. It automatically does HPO for time series model. This is toolkit feature instead of manged servies as forecast.