Kats is a lightweight framework for performing time series analyses, recently released by Facebook Research. Time series analysis is an important area in data science; it encompasses the problem domains of forecasting, detection (including the detection of seasonalities, outliers and change points), feature extraction and multivariate analysis. Typically we tend to have different libraries for different techniques in a time series analysis. Kats though aims to be a one-stop shop for time series analyses and provides a set of algorithms and models for all the time series analysis problem domains. Previously we mentioned Prophet, also by Facebook Research, which is one of the models Kats implements for forecasting. We're looking forward to trying Kats in problems involving time series analyses.
