
Forecasting
Forecasting
Kats provides a set of tools to make forecasting easier and better for data scientists and developers. There are various forecasting models we support, from statistical models including ARIMA, S-ARIMA, Holt-Winters, to Machine Learning models such as AR-Net, LSTM, as well as ensemble based approaches. We also provide toolkits for back testing and param tuning for those forecasting models.
Detection
Detection
Kats provides algorithms for outlier detection, seasonality detection, anomaly detection, change point and regression detection, which covers the majority tasks in time series detection domain. We’re actively working on implementing the state-of-the-art methods in this domain


TSFeatures
TSFeatures
In time series analysis, there is often the need for characterizing a time series using a set of meaningful features. Example features include strength of seasonality, strength of trend, spikiness, amount of level shift, presence of flat segments, to name a few. The features are usually used for identifying similar/outlying time series from a large number of samples. Kats provides APIs to calculate such features in a scalable way.
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
To complete the ecosystem, we also built a set of utilities including time series decomposition, dataswarm operator, tools for flexible backtesting, as well as hyper-parameter tuning methods.

The Team

Xiaodong Jiang
Xiaodong Jiang
Research Data Scientist

Sudeep Srivastava
Sudeep Srivastava
Research Data Scientist

Yanjun Lin
Yanjun Lin
Data Scientist

Caner Komurlu
Caner Komurlu
Research Data Scientist

Rakshita Nagalla
Rakshita Nagalla
Data Scientist

Zhichao Wang
Zhichao Wang
Research Data Scientist

Peng Gao
Peng Gao
Software Engineer

Rohan Bopardikar
Rohan Bopardikar
Data Scientist

Sourav Chatterjee
Sourav Chatterjee
Research Data Scientist

Ahmet Koylan
Ahmet Koylan
Front End Engineer