Merlion is a Python library offering a comprehensive machine learning framework for time series intelligence. It supports various tasks like forecasting, anomaly detection, and change point detection for both univariate and multivariate time series. Unique features include standardized data loading, a library of diverse models, AutoML for hyperparameter tuning, practical post-processing rules for anomaly detection, and easy-to-use ensembles for robust performance. The library also provides a distributed computation backend using PySpark for industrial-scale applications. Documentation, installation guidelines, and detailed examples for anomaly detection and forecasting are provided, along with a benchmarking pipeline for model evaluation. The technical report and BibTeX for citing Merlion are available.
https://github.com/salesforce/Merlion