sktime: A Unified Interface for Machine Learning with Time Series

Our goal is to extend existing machine learning capabilities, most notably scik it-learn [16], to the temporal data setting by providing a unified interface for several time series learning tasks. Time series data is ubiquitous in many applications. Exampl es include sensor readings from industrial processes, spectroscopy wave length data from chemical samples, or bed -side monitor medical data from patients. There is a broad variety of distinct but closely related learning task s that arise in such contexts, including time series classifi cation, forecasting and annotation among others.