Tsururu: A Python-based Time Series Forecasting Strategies Library

Kostromina, Alina, Kuvshinova, Kseniia, Yugay, Aleksandr, Savchenko, Andrey, Simakov, Dmitry

arXiv.org Artificial Intelligence 

While current time series research focuses on developing new models, crucial questions of selecting an optimal approach for training such models are underexplored. Tsururu, a Python library introduced in this paper, bridges SoT A research and industry by enabling flexible combinations of global and multivariate approaches and multi-step-ahead forecasting strategies. It also enables seamless integration with various forecasting models.