Merlion: A Machine Learning Framework for Time Series Intelligence

Merlion is a comprehensive Python library for time series intelligence, supporting tasks like forecasting, anomaly detection, and change point detection. It offers a wide range of models, AutoML capabilities, and standardized data loading for various datasets. Key features include exogenous regressor support, post-processing rules, and easy-to-use ensembles. Merlion provides a unified API, flexible evaluation pipelines, and visualization tools. The library aims to be a one-stop solution for rapidly developing and benchmarking time series models across multiple datasets.