A unified, configuration-driven toolbox benchmarks time-series dataset similarity metrics and shows that no single metric consistently predicts downstream task performance.
Gluonts: Probabilistic and neural time series modeling in python.Journal of Machine Learning Research, 21(116):1–6, 2020
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TSDS-Toolbox: A Toolbox for Measuring Time-Series Dataset Similarity
A unified, configuration-driven toolbox benchmarks time-series dataset similarity metrics and shows that no single metric consistently predicts downstream task performance.