Benedikt Heidrich

Recent time series foundation models such as LagLlama, Chronos, Moirai, and TinyTimesMixer promise zero-shot forecasting for arbitrary time series. One central claim of foundation models is their ability to perform zero-shot forecasting, that is, to perform well with no training data.

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.