We present sktime -- a new scikit-learn compatible Python library with a unified interface for machine learning with time series. Time series data gives rise to various distinct but closely related learning tasks, such as forecasting and time series classification, many of which can be solved by reducing them to related simpler tasks. We discuss the main rationale for creating a unified interface, including reduction, as well as the design of sktime's core API, supported by a clear overview of common time series tasks and reduction approaches.
@article{arxiv.1909.07872,
title = {sktime: A Unified Interface for Machine Learning with Time Series},
author = {Markus Löning and Anthony Bagnall and Sajaysurya Ganesh and Viktor Kazakov and Jason Lines and Franz J. Király},
journal= {arXiv preprint arXiv:1909.07872},
year = {2019}
}