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Lorenzo Stella

AWS computer scientist; second author of Chronos and a co-author of GluonTS and Chronos-2

Lorenzo Stella is a computer scientist at Amazon Web Services who works on time series forecasting and optimization software. Stella is the second author of the Chronos paper (2024), which introduced Amazon's pretrained time series forecasting models, a co-author of Chronos-2 (2025), and a co-author of GluonTS, a Python toolkit for probabilistic time series modeling. Stella's earlier research covered algorithms for large-scale nonsmooth optimization.14562

Career

Stella works as a computer scientist at AWS, which Stella's GitHub profile also lists as the current organization. Stella's earlier research addressed algorithms for large-scale nonsmooth optimization problems, their theoretical analysis and their efficient implementation.14

Research and software

Stella's optimization research includes papers on forward-backward quasi-Newton methods (2017), Douglas-Rachford splitting and ADMM for nonconvex problems (2022) and adaptive proximal algorithms (2024), and the Julia packages ProximalAlgorithms.jl and ProximalOperators.jl.23

In time series forecasting, Stella co-authored Deep State Space Models (NeurIPS 2018), the GluonTS toolkit paper (JMLR 2020), Chronos (2024), the fev-bench benchmark (2025) and Chronos-2 (2025).2567

Work

Career timeline

  1. 2014

    Co-authored a paper on complexity estimates and accelerated variants of Douglas-Rachford splitting at IEEE CDC.2

  2. 2018

    Co-authored Deep State Space Models for Time Series Forecasting at NeurIPS 2018.2

  3. 2020

    Co-authored the GluonTS paper on probabilistic and neural time series modeling in Python.2

  4. Mar 12, 2024

    Posted the Chronos paper on pretrained time series models as second author.5

  5. Sep 30, 2025

    Co-authored fev-bench, a benchmark for time series forecasting.7

  6. Oct 17, 2025

    Co-authored the Chronos-2 paper on universal forecasting.6

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References · reviewed Oct 22, 2026

  1. 1.
    Lorenzo Stella — homepage (external site: lostella.github.io)

    Lorenzo Stella · Official page · accessed Oct 22, 2026

  2. 2.
  3. 3.
    Lorenzo Stella — Projects (external site: lostella.github.io)

    Lorenzo Stella · Official page · accessed Oct 22, 2026

  4. 4.
    lostella (Lorenzo Stella) on GitHub (external site: github.com)

    GitHub · Official page · accessed Oct 22, 2026

  5. 5.
    Chronos: Learning the Language of Time Series (arXiv 2403.07815) (external site: arxiv.org)

    arXiv · Paper · published Mar 12, 2024 · accessed Oct 22, 2026

  6. 6.
    Chronos-2: From Univariate to Universal Forecasting (arXiv 2510.15821) (external site: arxiv.org)

    arXiv · Paper · published Oct 17, 2025 · accessed Oct 22, 2026

  7. 7.

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