Tag: Orbit
-
Uber’s Orbit Full Bayesian Time Series Forecasting & Inference

This article introduces Orbit, an open-source Python framework by Uber for full Bayesian time series forecasting and inference. It supports models like Exponential Smoothing, Local Global Trend, and Kernel Time-based Regression, along with methods like Markov-Chain Monte Carlo and Variational Inference. Orbit captures uncertainty in time-series data, allowing credible probabilistic forecasts with confidence intervals. The…