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Built-in SageMaker Algorithms for Time-Series Data

SageMaker provides algorithms that are tailored to the analysis of time-series data for forecasting product demand, server loads, webpage requests, and more.

  • DeepAR Forecasting Algorithm—a supervised learning algorithm for forecasting scalar (one-dimensional) time series using recurrent neural networks (RNN).
Algorithm name Channel name Training input mode File type Instance class Parallelizable
DeepAR Forecasting train and (optionally) test File JSON Lines or Parquet GPU or CPU Yes