mlforecast
Numba
Our great sponsors
mlforecast | Numba | |
---|---|---|
11 | 124 | |
713 | 9,452 | |
5.5% | 1.8% | |
8.8 | 9.9 | |
14 days ago | 3 days ago | |
Python | Python | |
Apache License 2.0 | BSD 2-clause "Simplified" License |
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
mlforecast
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Sales forecast for next two years
MLForecast
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Demand Planning
Alternatively you could try out their mlforecast package which 'featurizes' the time pieces to fit with things like LightGBM: https://github.com/Nixtla/mlforecast
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Recommendations for books on working with time series/forecasting problems?
- https://nixtla.github.io/mlforecast/
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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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Time series modeling using ARIMA and XGBoost. Intro to free time series modeling resources
In Python you can use the https://nixtla.github.io/mlforecast library for example, it makes the feature engineering, evaluation and cross validation trivial.
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Time series forecasting model predicts increasing number for target variable when the actual values are zeroes
You might want to take a look to this library: MLForecast.
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[P] Beware of false (FB-)Prophets: Introducing the fastest implementation of auto ARIMA [ever].
Yes, for example we have this paper in long-horizon settings using our library NeuralForecast and this experiment with other of our libraries MLForecast, both of them outperforming autoarima.
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[P] Deep Learning for time series forecasting (neuralforecast, python package)
We are already working on the comparison. For the moment, the blog shows that another of our libraries, MLForecast (https://github.com/Nixtla/mlforecast), has an excellent performance in this use case.
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Automated Time Series Processing and Forecasting
We missed that, sorry. At the moment, for forecasting the pipeline uses the mlforecast library (https://github.com/nixtla/mlforecast) that builds upong Sckilearn .xgboos and lightbmg .
Numba
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Mojo🔥: Head -to-Head with Python and Numba
Around the same time, I discovered Numba and was fascinated by how easily it could bring huge performance improvements to Python code.
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Is anyone using PyPy for real work?
Simulations are, at least in my experience, numba’s [0] wheelhouse.
[0]: https://numba.pydata.org/
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Any data folks coding C++ and Java? If so, why did you leave Python?
That's very cool. Numba introduces just-in-time compilation to Python via decorators and its sole reason for being is to turn everything it can into abstract syntax trees.
- Using Matplotlib with Numba to accelerate code
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Python Algotrading with Machine Learning
A super-fast backtesting engine built in NumPy and accelerated with Numba.
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PYTHON vs OCTAVE for Matlab alternative
Regarding speed, I don't agree this is a good argument against Python. For example, it seems no one here has yet mentioned numba, a Python JIT compiler. With a simple decorator you can compile a function to machine code with speeds on par with C. Numba also allows you to easily write cuda kernels for GPU computation. I've never had to drop down to writing C or C++ to write fast and performant Python code that does computationally demanding tasks thanks to numba.
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Codon: Python Compiler
Just for reference,
* Nuitka[0] "is a Python compiler written in Python. It's fully compatible with Python 2.6, 2.7, 3.4, 3.5, 3.6, 3.7, 3.8, 3.9, 3.10, and 3.11."
* Pypy[1] "is a replacement for CPython" with builtin optimizations such as on the fly JIT compiles.
* Cython[2] "is an optimising static compiler for both the Python programming language and the extended Cython programming language... makes writing C extensions for Python as easy as Python itself."
* Numba[3] "is an open source JIT compiler that translates a subset of Python and NumPy code into fast machine code."
* Pyston[4] "is a performance-optimizing JIT for Python, and is drop-in compatible with ... CPython 3.8.12"
[0] https://github.com/Nuitka/Nuitka
[1] https://www.pypy.org/
[2] https://cython.org/
[3] https://numba.pydata.org/
[4] https://github.com/pyston/pyston
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This new programming language has the potential to make python (the dominant language for AI) run 35,000X faster.
For the benefit of future readers: https://numba.pydata.org/
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Two-tier programming language
Taichi (similar to numba) is a python library that allows you to write high speed code within python. So your program consists of slow python that gets interpreted regularly, and fast python (fully type annotated and restricted to a subset of the language) that gets parallellized and jitted for CPU or GPU. And you can mix the two within the same source file.
- Numba Supports Python 3.11
What are some alternatives?
statsforecast - Lightning ⚡️ fast forecasting with statistical and econometric models.
NetworkX - Network Analysis in Python
tsfeatures - Calculates various features from time series data. Python implementation of the R package tsfeatures.
jax - Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more
pytorch-forecasting - Time series forecasting with PyTorch
Dask - Parallel computing with task scheduling
neuralforecast - Scalable and user friendly neural :brain: forecasting algorithms.
cupy - NumPy & SciPy for GPU
darts - A python library for user-friendly forecasting and anomaly detection on time series.
Pyjion - Pyjion - A JIT for Python based upon CoreCLR
tsai - Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
SymPy - A computer algebra system written in pure Python