Python Forecasting

Open-source Python projects categorized as Forecasting

Top 23 Python Forecasting Projects

  • Prophet

    Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

    Project mention: prophet: NEW Data - star count:15889.0 | reddit.com/r/algoprojects | 2023-05-27
  • statsmodels

    Statsmodels: statistical modeling and econometrics in Python

    Project mention: statsmodels Release Candidate 0.14.0rc0 tagged | reddit.com/r/Python | 2023-04-26
  • ONLYOFFICE

    ONLYOFFICE Docs — document collaboration in your environment. Powerful document editing and collaboration in your app or environment. Ultimate security, API and 30+ ready connectors, SaaS or on-premises

  • sktime

    A unified framework for machine learning with time series

    Project mention: Keras-tuner tuning hyperparam controlling feature size | reddit.com/r/tensorflow | 2023-02-14

    I would recommend you to read the following paper: https://arxiv.org/abs/1909.04939 and their implementation: https://github.com/hfawaz/InceptionTime . Moreover, check out sktime: https://github.com/sktime/sktime

  • darts

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

    Project mention: [D] Hybrid forecasting framework ARIMA-LSTM | reddit.com/r/MachineLearning | 2023-05-27
  • Kats

    Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

    Project mention: Kats: NEW Data - star count:4315.0 | reddit.com/r/algoprojects | 2023-04-12
  • Informer2020

    The GitHub repository for the paper "Informer" accepted by AAAI 2021.

  • gluonts

    Probabilistic time series modeling in Python

    Project mention: gluonts VS darts - a user suggested alternative | libhunt.com/r/gluonts | 2023-04-13
  • Sonar

    Write Clean Python Code. Always.. Sonar helps you commit clean code every time. With over 225 unique rules to find Python bugs, code smells & vulnerabilities, Sonar finds the issues while you focus on the work.

  • Merlion

    Merlion: A Machine Learning Framework for Time Series Intelligence

    Project mention: [podcast] Machine Learning for Time Series Intelligence | reddit.com/r/GradientFlow | 2022-08-25

    Aadyot Bhatnagar, is a Senior Research Engineer at Salesforce, and co-creator of Merlion an open source framework for applying machine learning on time series data.

  • neural_prophet

    NeuralProphet: A simple forecasting package

  • pytorch-forecasting

    Time series forecasting with PyTorch

    Project mention: Pytorch Lstm | reddit.com/r/pytorch | 2023-04-05

    Source: Conversation with Bing, 4/5/2023 (1) jdb78/pytorch-forecasting: Time series forecasting with PyTorch - GitHub. https://github.com/jdb78/pytorch-forecasting. (2) Time Series Prediction with LSTM Using PyTorch - Colaboratory. https://colab.research.google.com/github/dlmacedo/starter-academic/blob/master/content/courses/deeplearning/notebooks/pytorch/Time_Series_Prediction_with_LSTM_Using_PyTorch.ipynb. (3) time-series-classification · GitHub Topics · GitHub. https://github.com/topics/time-series-classification. (4) PyTorch: Dataloader for time series task - Stack Overflow. https://stackoverflow.com/questions/57893415/pytorch-dataloader-for-time-series-task.

  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

    Project mention: Time series and cross validation | reddit.com/r/datascience | 2023-03-29

    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).

  • orbit

    A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood. (by uber)

  • flow-forecast

    Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).

    Project mention: Cash-flow forecasting | reddit.com/r/datascience | 2022-10-07

    -Flow

  • neuralforecast

    Scalable and user friendly neural :brain: forecasting algorithms.

    Project mention: neuralforecast: NEW Data - star count:1384.0 | reddit.com/r/algoprojects | 2023-05-13
  • 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.

  • LTSF-Linear

    This is the official implementation for AAAI-23 Oral paper "Are Transformers Effective for Time Series Forecasting?"

    Project mention: [D] Transformer effectiveness for time series forecasting (doubts) | reddit.com/r/MachineLearning | 2023-01-03

    Found relevant code at https://github.com/cure-lab/DLinear + all code implementations here

  • luminaire

    Luminaire is a python package that provides ML driven solutions for monitoring time series data.

    Project mention: luminaire: NEW Data - star count:692.0 | reddit.com/r/algoprojects | 2023-03-25
  • django-ledger

    A bookkeeping & financial analysis engine for the Django Framework.

    Project mention: What are the questions that I should ask myself when evaluating using MS Access for the purpose of doing bookkeeping and eventually taxes for small businesses? | reddit.com/r/MSAccess | 2023-01-23

    https://www.gnucash.org/ https://github.com/arrobalytics/django-ledger

  • atspy

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

  • mlforecast

    Scalable machine 🤖 learning for time series forecasting.

    Project mention: Demand Planning | reddit.com/r/datascience | 2023-03-27

    Alternatively you could try out their mlforecast package which 'featurizes' the time pieces to fit with things like LightGBM: https://github.com/Nixtla/mlforecast

  • hierarchicalforecast

    Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

    Project mention: Time series and cross validation | reddit.com/r/datascience | 2023-03-29

    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).

  • tsfeatures

    Calculates various features from time series data. Python implementation of the R package tsfeatures.

  • Stocks-Pattern-Analyzer

    This tool should help discover different patterns based on similarity measures in historical (financial) data

    Project mention: Stocks-Pattern-Analyzer: NEW Data - star count:170.0 | reddit.com/r/algoprojects | 2023-01-28
  • InfluxDB

    Access the most powerful time series database as a service. Ingest, store, & analyze all types of time series data in a fully-managed, purpose-built database. Keep data forever with low-cost storage and superior data compression.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2023-05-27.

Python Forecasting related posts

Index

What are some of the best open-source Forecasting projects in Python? This list will help you:

Project Stars
1 Prophet 15,940
2 statsmodels 8,518
3 sktime 6,504
4 darts 5,939
5 Kats 4,391
6 Informer2020 3,730
7 gluonts 3,570
8 Merlion 2,981
9 neural_prophet 2,968
10 pytorch-forecasting 2,849
11 statsforecast 2,586
12 orbit 1,653
13 flow-forecast 1,451
14 neuralforecast 1,442
15 pmdarima 1,367
16 LTSF-Linear 1,013
17 luminaire 696
18 django-ledger 643
19 atspy 480
20 mlforecast 372
21 hierarchicalforecast 344
22 tsfeatures 206
23 Stocks-Pattern-Analyzer 183
Access the most powerful time series database as a service
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