sktime - python toolbox for time series: pipelines and transformers
Franz Kiraly, Benedikt Heidrich, Mirae L Parker, Martin Walter
sktime is a widely used scikit-learn compatible library for learning with time series. sktime is easily extensible by anyone, and interoperable with the pydata/numfocus stack. sktime has a rich framework for building pipelines across multiple learning tasks that it supports, including forecasting, time series classification, regression, clustering. This tutorial explains basic and advanced sktime pipeline constructs, and introduces in detail the time series transformer which is the main component in all types of pipelines. It is a continuation of the sktime introductory tutorial at pydata global 2021.