Sktime: a Unified Python Library for Time Series Machine Learning

Why? Existing tools are not well-suited to time series tasks and do not easily integrate together. Methods in the scikit-learn package assume that data is structured in a tabular format and each column is i.i.d. Packages containing time series learning modules, such as statsmodels, do not integrate well together. Further, many essential time series operations, such as splitting data into train and test sets across time, are not available in existing python packages. To address these challenges, sktime was created.