timemachines
Predict time-series with one line of code. (by microprediction)
R-Time-Series-Task-View-Supplement
R Time series packages not included in CRAN Task View: Time Series Analysis (by Beliavsky)
timemachines | R-Time-Series-Task-View-Supplement | |
---|---|---|
10 | 1 | |
380 | 2 | |
- | - | |
3.3 | 8.2 | |
11 months ago | 11 days ago | |
Python | ||
MIT License | - |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
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.
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.
timemachines
Posts with mentions or reviews of timemachines.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2021-07-01.
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So, You Recommended a Python Time-Series Package … Now What?
Good question. Tried filing a feature request or discussion on their repo? Or one idea would be to chase prophet's residuals, somewhat similar to this: https://github.com/microprediction/timemachines/blob/main/timemachines/skaters/proph/prophskaterscomposed.py
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Is Facebook's “Prophet” the Time-Series Messiah, or Just a Naughty Boy?
I'll try to add notebook examples at https://www.microprediction.com/blog/popular-timeseries-pack... and get some pytorch-forecasting Elo ratings going. As an aside, anyone who wants to see a particular approach get rated is welcome to help! It amounts to creating a "skater" which is a simple functional form of forecasting.
- Simple pure function representations of popular time series packages.
R-Time-Series-Task-View-Supplement
Posts with mentions or reviews of R-Time-Series-Task-View-Supplement.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2021-08-03.
-
R packages for finance
The R packages I have used most are quantmod and packages for GARCH such as rugarch and packages for vector autoregressions, listed in the Time Series task view , another task view for which I have created a supplement.
What are some alternatives?
When comparing timemachines and R-Time-Series-Task-View-Supplement you can also consider the following projects:
scikit-hts - Hierarchical Time Series Forecasting with a familiar API
tslearn - The machine learning toolkit for time series analysis in Python
darts - A python library for user-friendly forecasting and anomaly detection on time series.
stingray - Anything can happen in the next half hour (including spectral timing made easy)!