[New Integration]: Integration with Greykite

Is there an existing integration?

[X] I have searched the existing integrations.

Use Case

GreyKite is a time-series forecasting library released by LinkedIn to simplify prediction for data scientists. This library offers automation in forecasting tasks using the primary forecasting algorithm ‘Silverkite.’ This library also helps interpret outputs making it a go-to tool for most time-series forecasting projects.

Silverkite algorithm works well on most time series, and is especially adept for those with changepoints in trend or seasonality, event/holiday effects, and temporal dependencies. Its forecasts are interpretable and therefore useful for trusted decision-making and insights.

Motivation

Flexible design
- Provides time series regressors to capture trend, seasonality, holidays, changepoints, and autoregression, and lets you add your own.
- Fits the forecast using a machine learning model of your choice.
Intuitive interface
- Provides powerful plotting tools to explore seasonality, interactions, changepoints, etc.
- Provides model templates (default parameters) that work well based on data characteristics and forecast requirements (e.g. daily long-term forecast).
- Produces interpretable output, with model summary to examine individual regressors, and component plots to visually inspect the combined effect of related regressors.
Fast training and scoring
- Facilitates interactive prototyping, grid search, and benchmarking. Grid search is useful for model selection and semi-automatic forecasting of multiple metrics.
Extensible framework
- Exposes multiple forecast algorithms in the same interface, making it easy to try algorithms from different libraries and compare results.
- The same pipeline provides preprocessing, cross-validation, backtest, forecast, and evaluation with any algorithm.

Implementation

No response

Anything else?

https://linkedin.github.io/greykite/

mindsdb / mindsdb