awesome_time_series_in_python
statsforecast
| awesome_time_series_in_python | statsforecast | |
|---|---|---|
| 2 | 58 | |
| 2,034 | 3,591 | |
| - | 3.4% | |
| 0.0 | 8.9 | |
| over 1 year ago | 4 days ago | |
| Python | ||
| - | Apache License 2.0 |
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awesome_time_series_in_python
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What's the best resource to learn time series analysis?
Just stumbled upon this GitHub repo - Awesome Time Series in Python. It's mostly for different Python libraries that can be used for time series analysis, but I thought it would still be useful. It also has some tutorials, data sets, one free course, etc. I think it's worth checking out!
- Help with multiple time series forecasting
statsforecast
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TimeGPT-1
I can't find the TimeGPT-1 model.
LICENSE Apache-2
https://github.com/Nixtla/statsforecast/blob/main/LICENSE
Mentions ARIMA, ETS, CES, and Theta modeling
- Facebook Prophet: library for generating forecasts from any time series data
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Sales forecast for next two years
If you only have historical data: StatsForecast
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Time series and cross validation
I also recommend you check Nixtla's libraries, in particular StatsForecast and HierarchicalForecast. They offer a wide selection of forecasting models, and can work with multiple time series. Given that you're working with many products in a warehouse, I think the hierarchical forecast can be very useful, especially for the short time series (the ones that don't seem to have enough time stamps).
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Demand Planning
If you are mostly worried about time and use python you could try out Nixtla's statsforecast as it is very snappy. https://github.com/Nixtla/statsforecast
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Statistical vs Machine Learning vs Deep Learning Modeling for Time Series Forecasting
I was researching about using deep learning for time series forecasting applications when I came across two experiments by the Nixtla team. They showed that their traditional statistical ensemble (comprised of AutoARIMA, ETS, CES, and DynamicOptimizedTheta) beat a bunch of deep learning models (link) and also the AWS forecast API (link).
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Recommendations for books on working with time series/forecasting problems?
- https://nixtla.github.io/statsforecast/
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XGBoost for time series
Leaving these two repos here for anyone interested in trying decision tree regression or statistical forecasting baselines: - https://nixtla.github.io/mlforecast/ - https://github.com/Nixtla/statsforecast
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[Discussion] Amazon's AutoML vs. open source statistical methods
In this reproducible experiment, we compare Amazon Forecast and StatsForecast a python open-source library for statistical methods.
- Statistical methods outperform Amazon’s ML Forecast
What are some alternatives?
Data-Science-Roadmap - Data Science Roadmap from A to Z
darts - A python library for user-friendly forecasting and anomaly detection on time series.
Blazor-MachineIntelligence - Centralized repository of my Blazor apps with Machine Intelligence (Statistics, Analytics, Machine Learning, AI, Information Retrieval etc.). This repository will coalesce all of my Machine Intelligence repos in a single area and point to their respective: live demo, source code, video & presentation locations.
mlforecast - Scalable machine 🤖 learning for time series forecasting.
htsprophet - Hierarchical Time Series Forecasting using Prophet
neuralforecast - Scalable and user friendly neural :brain: forecasting algorithms.
datascience - Curated list of Python resources for data science.
nixtla - TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.
Data-science-best-resources - Carefully curated resource links for data science in one place
tsai - Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
fable - Tidy time series forecasting
flow-forecast - Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).