Time Series Forecasting With DeepAR

Tim Januschowski, et al, introduce DeepAR on AWS:

Today we are launching Amazon SageMaker DeepAR as the latest built-in algorithm for Amazon SageMaker. DeepAR is a supervised learning algorithm for time series forecasting that uses recurrent neural networks (RNN) to produce both point and probabilistic forecasts. We’re excited to give developers access to this scalable, highly accurate forecasting algorithm that drives mission-critical decisions within Amazon. Just as with other Amazon SageMaker built-in algorithms, the DeepAR algorithm can be used without the need to set up and maintain infrastructure for training and inference.

Click through for a product demonstration.

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