orbit VS fracdiff

Compare orbit vs fracdiff and see what are their differences.

fracdiff

Compute fractional differentiation super-fast. Processes time-series to be stationary while preserving memory. cf. "Advances in Financial Machine Learning" by M. Prado. (by fracdiff)
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orbit fracdiff
1 3
1,805 242
0.4% -
7.8 2.6
about 1 month ago 5 months ago
Python Python
GNU General Public License v3.0 or later BSD 3-clause "New" or "Revised" 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.

orbit

Posts with mentions or reviews of orbit. We have used some of these posts to build our list of alternatives and similar projects.

fracdiff

Posts with mentions or reviews of fracdiff. We have used some of these posts to build our list of alternatives and similar projects.

What are some alternatives?

When comparing orbit and fracdiff you can also consider the following projects:

neural_prophet - NeuralProphet: A simple forecasting package

cvxportfolio - Portfolio optimization and back-testing.

pmdarima - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

ruptures - ruptures: change point detection in Python

autogluon - Fast and Accurate ML in 3 Lines of Code

darts - A python library for user-friendly forecasting and anomaly detection on time series.

atspy - AtsPy: Automated Time Series Models in Python (by @firmai)

pyro - Deep universal probabilistic programming with Python and PyTorch

statsforecast - Lightning ⚡️ fast forecasting with statistical and econometric models.

okama - Investment portfolio and stocks analyzing tools for Python with free historical data