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Top 23 Python Forecasting Projects
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Prophet
Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
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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
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Project mention: [D] Hybrid forecasting framework ARIMA-LSTM | reddit.com/r/MachineLearning | 2023-05-27
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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.
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Project mention: gluonts VS darts - a user suggested alternative | libhunt.com/r/gluonts | 2023-04-13
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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.
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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.
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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.
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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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orbit
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood. (by uber)
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flow-forecast
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
-Flow
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Project mention: neuralforecast: NEW Data - star count:1384.0 | reddit.com/r/algoprojects | 2023-05-13
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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.
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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 | 2023-01-03Found relevant code at https://github.com/cure-lab/DLinear + all code implementations here
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luminaire
Luminaire is a python package that provides ML driven solutions for monitoring time series data.
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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
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Alternatively you could try out their mlforecast package which 'featurizes' the time pieces to fit with things like LightGBM: https://github.com/Nixtla/mlforecast
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hierarchicalforecast
Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.
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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tsfeatures
Calculates various features from time series data. Python implementation of the R package tsfeatures.
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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.
Python Forecasting related posts
- prophet: NEW Data - star count:15889.0
- [D] Hybrid forecasting framework ARIMA-LSTM
- prophet: NEW Data - star count:15889.0
- prophet: NEW Data - star count:15889.0
- prophet: NEW Data - star count:15889.0
- prophet: NEW Data - star count:15889.0
- prophet: NEW Data - star count:15889.0
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A note from our sponsor - ONLYOFFICE
www.onlyoffice.com | 1 Jun 2023
Index
What are some of the best open-source Forecasting projects in Python? This list will help you:
Project | Stars | |
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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 |