Merlion is a Python library for time series intelligence. It provides an end-to-end machine learning framework that includes loading and transforming data, building and training models, post-processing model outputs, and evaluating model performance. It supports various time series learning tasks, including forecasting and anomaly detection for both univariate and multivariate time series. This library aims to provide engineers and researchers a one-stop solution to rapidly develop models for their specific time series needs, and benchmark them across multiple time series datasets.
The table below provides a visual overview of how Merlion's key features compare to other libraries for time series anomaly detection and/or forecasting.
Merlion consists of two sub-repos: merlion implements the library's core time series intelligence features, and ts_datasets provides standardized data loaders for multiple time series datasets. These loaders load time series as pandas.DataFrame s with accompanying metadata.
You can install merlion from PyPI by calling pip install salesforce-merlion. You may install from source by cloning this repo, navigating to the root directory, and calling pip install ., or pip install -e . to install in editable mode. You may install additional dependencies for plotting & visualization via pip install salesforce-merlion[plot], or by calling pip install ".[plot]" from the root directory of this repo.