Automated Time Series Forecasting with auto-sktime: Improving Efficiency and Accuracy through Tailored AutoML Techniques

auto-sktime, a novel framework for automated time series forecasting, leverages the power of automated machine learning (AutoML) techniques to automate the creation of the entire forecasting pipeline. It introduces tailored improvements to adapt AutoML to the unique challenges of time series data, including pipeline templates, warm-starting, and multi-fidelity optimizations.