Max Mergenthaler Profile picture
Nov 25 β€’ 12 tweets β€’ 10 min read
@nixtlainc started last year as a side project

Today we reached 1 million downloadsπŸŽ‰

Our goal is to shake the time series industry and make state-of-the-art algorithms available for everyone πŸ”₯

This is how we got there

🧡1/11

#reinventforecasting
@nixtlainc's ecosystem consists (now) of 5 #python libraries

Focus: speed, scalability, and accuracy πŸš€

Some features:
* @scikit_learn syntax
* Native support for #spark, @raydistributed, and @dask_dev
* Models! Eg #arima, #LightGBM, #NeuralNetworks, #transformers πŸ€–

2/11 Image
We are really proud of the open-source adoption

Repos from Amazon, Mozilla, and DataBricks use us as dependencies πŸ„β€β™‚οΈ

We have contributions from people working at H20, Microsoft, Google, Facebook, SalesForce, Oracle, Shopify, AT&T, Blueyonder, Stanford, MIT and UCL πŸ™

3/11
@nixtlainc is used in production for

πŸ”Ž Anomaly detection at a big ride-sharing app

πŸ‘‘ Hierarchical Reconciliation at one of the top consultancy firms in the world

πŸ“ˆ Forecasting in big names from finance and energy

(We can't reveal names now. But no, not crypto) 😳

4/11
Reproducibility

We claimed we were faster, more accurate, and really scalable, and we backed it with reproducible experiments πŸ₯Όβ²οΈπŸ”¬

5/11 Image
Extended Family πŸ‘©β€πŸ‘©β€πŸ‘§β€πŸ‘¦

We partnered with top open-source companies. πŸ€—

Thanks to: @openbb_finance, @fugue_project, @MindsDB, @LightningAI, and @raydistributed.

More exciting things are yet to come.

We are always happy about new collaborations.

Looking at you! πŸ”₯

6/11
We believe in first principles and science.

Our favorite publication this year:

N-HITS: significant contribution to explainable deep learning for time series. (Accepted at AAAI πŸŽ‰)

Coauthoring with @BOreshkin has been an honor and privilege for our research team. πŸ€—

7/11 ImageImage
With a little help from my friends 🎢

Thanks to our wonderful advisors: @seanjtaylor, @kolencherry, @adamberke, @DevangSachdev

(Yes, we also thank our GREAT investors. Announcement coming soon.)

8/11
Shoulders of giants. 🌳

We are very humbled that old heroes of ours showed support and love.

Special thanks to @robjhyndman (THE guy on the time series field)

And also special thanks to @ClementDelangue, @_willfalcon, and @seanjtaylor for believing in us

9/11 Image
This is a biased selection of what really happened last year #selectionbias

Downlights πŸ€•
We got rejected by more than 50 VCs
We did not get into YC or DG
ICML passed on our paper
And... we forgot to submit on time for NeurIPS

That made us insecure and sad at the moment😒
10/11
Coming next...

πŸŽ‰ ...week: exciting new features and a big surprise on Wednesday. #reinventforecasting

πŸ“š ...month: exciting content with @databricks and @anyscalecompute.

🧠 ...year: Transfer-learning and Large Time Series Models for the community.

Stay tuned!

11/11 Image
While writing this tweet, we also forgot to replace DG with @danielgross and @aigrant_.

β€’ β€’ β€’

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More from @MergenthalerMax

Nov 28
Today at @nixtlainc: fast and interpretable forecasting for multiple seasonalities. β²οΈπŸ”Ž

This is exciting news for data scientists in the Python ecosystem. 🧡
#reinventforecasting
Time series are the operational DNA of the world. 🧬

Most business data (sales, demand, electricity load, sensors) is stored in tabular format with time indexes.

Most forecasting models in Python are only suited for single seasonal data. ⚠️
#reinventforecasting Image
However, many time series have multiple seasonalities.

Multiple seasonality is traditionally present in data sampled at a low frequency. πŸ’‘

For example, hourly electricity data exhibits daily and weekly seasonality. πŸŽ„πŸ•Žβ„οΈ

#reinventforecasting Image
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