nixtla
Numba
nixtla | Numba | |
---|---|---|
9 | 124 | |
1,445 | 9,471 | |
9.9% | 1.3% | |
9.5 | 9.9 | |
3 days ago | 5 days ago | |
Jupyter Notebook | Python | |
GNU General Public License v3.0 or later | BSD 3-clause "New" or "Revised" License |
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nixtla
- TimeGPT: Production Ready Time Series Foundation Model for Forecasting
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Chronos: Learning the Language of Time Series
I do not have a horse in the race, but it is interesting to see open source comparisons to traditional timeseries strategies: https://github.com/Nixtla/nixtla/tree/main/experiments/amazo...
In general, the M-Competitions (https://forecasters.org/resources/time-series-data/), the olympics of timeseries forecasting, have proven frustrating for ML methods... linear models do shockingly well and the ML models that have won, generally seem to be variants of older tree-based methods (ie. LightGBM is a favorite).
Will be interesting to see whether the Transformer architecture ends up making real progress here.
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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)
Here we did some comparison with prophet in the zillow real-state dataset https://github.com/Nixtla/nixtla/tree/main/utils/experiments/zillow-prophet
- Is linear regression better than prophet? Zillow benchmark
- Prophet vs. Linear Regression on Real Estate: The Zillow Case
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Automated Time Series Processing and Forecasting
Users can deploy the pipeline in their cloud quickly. We use terraform (https://github.com/Nixtla/nixtla/tree/main/iac/terraform/aws), so it is very simple to deploy the pipeline on AWS. We are working to release versions of terraform on other clouds such as Azure and Google Cloud.
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?
darts - A python library for user-friendly forecasting and anomaly detection on time series.
NetworkX - Network Analysis in Python
statsforecast - Lightning ⚡️ fast forecasting with statistical and econometric models.
jax - Composable transformations of Python+NumPy programs: differentiate, vectorize, JIT to GPU/TPU, and more
neuralforecast - Scalable and user friendly neural :brain: forecasting algorithms.
Dask - Parallel computing with task scheduling
pytorch-forecasting - Time series forecasting with PyTorch
cupy - NumPy & SciPy for GPU
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
Pyjion - Pyjion - A JIT for Python based upon CoreCLR
tsfeatures - Calculates various features from time series data. Python implementation of the R package tsfeatures.
SymPy - A computer algebra system written in pure Python