Time Series Forecasting and Time series analysis is now an important part of machine learning. There are many techniques such as LSTM, Regression and Arima use to deal with Time Series Data.

One such package in Python is Sktime. It is a new open-source scikit-learns compatible python library which provides a unified interface for machine learning with time-series related tasks. Sktime is an Alan Turing Institute project.

Sktime extends the machine learning capabilities of the scikit-learns library which is used to reduce the complex relation between Time-Series tasks into related simpler tasks and hence it can be solved efficiently and easily.

You can read this article on sktime and learn how to implement it in your next machine learning project.

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