Python Forecasting

Open-source Python projects categorized as Forecasting
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Topics: time-series Machine Learning Python Deep Learning Data Science
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Top 23 Python Forecasting Projects

  • MindsDB

    The platform for customizing AI from enterprise data

    • Project mention: What’s the Difference Between Fine-tuning, Retraining, and RAG? | dev.to | 2024-04-08

    Check us out on GitHub.

  • Prophet

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

    • Project mention: Moirai: A Time Series Foundation Model for Universal Forecasting | news.ycombinator.com | 2024-03-25

    https://facebook.github.io/prophet/

    "Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well."

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

    WorkOS logo

  • statsmodels

    Statsmodels: statistical modeling and econometrics in Python

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

  • sktime

    A unified framework for machine learning with time series

  • darts

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

    • Project mention: Darts: Python lib for forecasting and anomaly detection on time series | news.ycombinator.com | 2024-03-05

  • autogluon

    AutoGluon: Fast and Accurate ML in 3 Lines of Code

    • Project mention: pip install remyxai - easiest way to create custom vision models | /r/computervision | 2023-04-25

    This seems not very convincing. There are other popular frameworks that provide AutoML with existing datasets (eg https://github.com/autogluon/autogluon)

  • Informer2020

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

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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  • 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:4554.0 | /r/algoprojects | 2023-10-24

  • gluonts

    Probabilistic time series modeling in Python

    • Project mention: Show HN: Auto Wiki v2 – Turn your codebase into a Wiki now with diagrams | news.ycombinator.com | 2024-04-23

    https://github.com/awslabs/gluonts is a great candidate for a sample wiki. It is an OSS lib, not great documentation, very hard to RTFM (unlike, say, sklearn which already has a great wiki), doubtful that awslabs would pay to produce.

  • neural_prophet

    NeuralProphet: A simple forecasting package

    • Project mention: Facebook Prophet: library for generating forecasts from any time series data | news.ycombinator.com | 2023-09-26

  • pytorch-forecasting

    Time series forecasting with PyTorch

    • Project mention: FLaNK Stack Weekly for 14 Aug 2023 | dev.to | 2023-08-14

  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

    • Project mention: TimeGPT-1 | news.ycombinator.com | 2023-10-13

    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

  • Merlion

    Merlion: A Machine Learning Framework for Time Series Intelligence

  • neuralforecast

    Scalable and user friendly neural :brain: forecasting algorithms.

    • Project mention: [D] Doubts on the implementation of LSTMs for timeseries prediction (like including weather forecasts) | /r/MachineLearning | 2023-12-10

  • flow-forecast

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

  • orbit

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

  • LTSF-Linear

    [AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"

  • chronos-forecasting

    Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting

    • Project mention: Financial Market Applications of LLMs | news.ycombinator.com | 2024-04-20

    There were some developments using LLMs in the timeseries domain which caught my attention.

    I toyed with the Chronos forecasting toolkit [1], and the results were predictably off by wild margins [2]

    What really caught my eye though was the "feel" of the predicted timeseries -- this is the first time I've seen synthetic timeseries that look like the real thing. Stock charts have a certain quality to them, once you've been looking at them long enough, you can tell more often than not whether some unlabeled data is a stock price timeseries or not. It seems the chronos LLM was able to pick up on that "nature" of the price movement, and replicate it in its forecasts. Impressive!

    1: https://github.com/amazon-science/chronos-forecasting

    2: https://imgur.com/a/hTRQ38d

  • 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.

  • lag-llama

    Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting

    • Project mention: Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting | news.ycombinator.com | 2024-02-26

  • functime

    Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

    • Project mention: functime: NEW Data - star count:616.0 | /r/algoprojects | 2023-11-08

  • django-ledger

    Django Ledger is a double entry accounting system built on the Django Web Framework.

  • aeon

    A toolkit for conducting machine learning tasks with time series data

    • Project mention: FLaNK 15 Jan 2024 | dev.to | 2024-01-15

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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).

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 MindsDB 21,223
2 Prophet 17,720
3 statsmodels 9,534
4 sktime 7,404
5 darts 7,232
6 autogluon 7,091
7 Informer2020 4,890
8 Kats 4,750
9 gluonts 4,277
10 neural_prophet 3,630
11 pytorch-forecasting 3,590
12 statsforecast 3,540
13 Merlion 3,255
14 neuralforecast 2,405
15 flow-forecast 1,884
16 orbit 1,799
17 LTSF-Linear 1,783
18 chronos-forecasting 1,589
19 pmdarima 1,515
20 lag-llama 942
21 functime 891
22 django-ledger 833
23 aeon 794

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