Overview

The Greykite model

Greykite is a forecast library developed by LinkedIn. Its flagship algorithm, Silverkite, provides interpretable, fast, and highly flexible univariate forecasts that capture effects such as time-varying growth and seasonality, autocorrelation, holidays, and regressors. The Silverkite model offers pre-tuned templates (i.e. parameter configs) appropriate for different forecast frequencies, horizons, and data patterns. The library facilitates exploratory data analysis (EDA), end-to-end forecasting, model tuning, and benchmarking.

Greykite also includes an interface for the Prophet model developed by Facebook (prophet) and Auto-ARIMA (pmdarima).

See Simple Forecast to get started. Many other examples are provided in the quick start section.

A step-by-step guide into the forecasting process is at Forecasting Process. You can follow that guide for advanced configuration.