SAM is a Python toolbox to work with time series data and it is used by data scientists, data engineers and data analysts. It contains numerous functions and classes for data loading, preprocessing, validation, visualization and feature building as well as creating machine learning models for forecasting and anomaly detection. SAM makes creating machine learning models easier by simplifying the creation of rolling features and time features. It also allows the users to easily create models that predict multiple steps ahead or predict quantile values, which can be used for anomaly detection.
Royal HaskoningDHV has decided to make this package open-source and available to all, because it allows us to work together more effectively and we want to share our experience with time series analysis with the rest of the open-source community. At the same time, we are also working on our Machine Learning as a Service (MLaaS) platform, that will make it easy to deploy multiple models created with SAM.