Can I use SageMaker Autopilot for my time-series modeling?


I'm working on time-series modeling. I'm comparing battle-of-algorithms against the autopilot machine learning approach to identify the model that best fits my use case. I understand that Amazon SageMaker Autopilot doesn't work with time series. Is there an alternative library or algorithm in the AWS ecosystem that implements battle-of-algorithms for time series?

asked 3 years ago682 views
2 Answers
Accepted Answer

Amazon SageMaker Autopilot currently supports regression, binary classification, and multi-class classification. SageMaker supports only tabular data formatted in files with comma-separated values. For more information, see Automate model development with Amazon SageMaker Autopilot.

For your use case, you can use Amazon Forecast. Amazon Forecast includes the AutoML feature that trains different models with your target time series, related time series, and item metadata. Amazon Forecast then uses the model with the best accuracy metrics.

answered 3 years ago

We introduced timeseries support in SageMaker Autopilot.

Please have a look to this blog post for details.


answered 8 months ago

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