论文标题
对时间序列分析的开源软件工具的评论
A Review of Open Source Software Tools for Time Series Analysis
论文作者
论文摘要
时间序列数据用于广泛的现实世界应用。在各种域中,对时间序列数据的详细分析(通过预测和异常检测)可以更好地理解与特定时间实例相关的事件的表现。时间序列分析(TSA)通常使用图和传统模型进行。另一方面,机器学习(ML)方法已经看到了预测和异常检测的最新技术状态,因为它们在满足时间和数据约束时提供了可比的结果。有许多时间序列工具箱可为特定的模型类(Arima/滤波器,神经网络)或框架接口提供丰富的接口,以隔离时间序列建模任务(预测,特征提取,注释,分类)。尽管如此,时间序列的开源机器学习功能仍然有限,现有库经常相互兼容。本文的目的是为时间序列分析的最重要的开源工具提供简洁且用户友好的概述。本文研究了两个相关的工具箱(1)预测和(2)异常检测。本文描述了具有架构的典型时间序列分析(TSA)框架,并列出了TSA框架的主要特征。根据完成的分析任务的标准,所采用的数据准备方法以及生成结果的评估方法对工具进行分类。本文介绍了定量分析,并讨论了主动开发的开源时间序列分析框架的当前状态。总体而言,本文考虑了60个时间序列分析工具,其中32个提供了预测模块,而21个包装包括异常检测。
Time series data is used in a wide range of real world applications. In a variety of domains , detailed analysis of time series data (via Forecasting and Anomaly Detection) leads to a better understanding of how events associated with a specific time instance behave. Time Series Analysis (TSA) is commonly performed with plots and traditional models. Machine Learning (ML) approaches , on the other hand , have seen an increase in the state of the art for Forecasting and Anomaly Detection because they provide comparable results when time and data constraints are met. A number of time series toolboxes are available that offer rich interfaces to specific model classes (ARIMA/filters , neural networks) or framework interfaces to isolated time series modelling tasks (forecasting , feature extraction , annotation , classification). Nonetheless , open source machine learning capabilities for time series remain limited , and existing libraries are frequently incompatible with one another. The goal of this paper is to provide a concise and user friendly overview of the most important open source tools for time series analysis. This article examines two related toolboxes (1) forecasting and (2) anomaly detection. This paper describes a typical Time Series Analysis (TSA) framework with an architecture and lists the main features of TSA framework. The tools are categorized based on the criteria of analysis tasks completed , data preparation methods employed , and evaluation methods for results generated. This paper presents quantitative analysis and discusses the current state of actively developed open source Time Series Analysis frameworks. Overall , this article considered 60 time series analysis tools , and 32 of which provided forecasting modules , and 21 packages included anomaly detection.