  We introduce Gluon Time Series (GluonTS, available at
https://gluon-ts.mxnet.io), a library for deep-learning-based time series
modeling. GluonTS simplifies the development of and experimentation with time
series models for common tasks such as forecasting or anomaly detection. It
provides all necessary components and tools that scientists need for quickly
building new models, for efficiently running and analyzing experiments and for
evaluating model accuracy.
