pmdarima
statsforecast
| pmdarima | statsforecast | |
|---|---|---|
| 1 | 58 | |
| 1,526 | 3,591 | |
| 1.4% | 3.4% | |
| 5.2 | 8.9 | |
| 3 months ago | 2 days ago | |
| Python | Python | |
| MIT License | Apache License 2.0 |
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pmdarima
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?
darts - A python library for user-friendly forecasting and anomaly detection on time series.
Prophet - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
mlforecast - Scalable machine 🤖 learning for time series forecasting.
pytorch-forecasting - Time series forecasting with PyTorch
neuralforecast - Scalable and user friendly neural :brain: forecasting algorithms.
orbit - A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
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 🚀.
neural_prophet - NeuralProphet: A simple forecasting package
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
atspy - AtsPy: Automated Time Series Models in Python (by @firmai)
fable - Tidy time series forecasting