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.
Prophet is a forecasting model made by Facebook.
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Scout APM
Less time debugging, more time building. Scout APM allows you to find and fix performance issues with no hassle. Now with error monitoring and external services monitoring, Scout is a developer's best friend when it comes to application development.
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Try Dart https://unit8co.github.io/darts/ Has many inbuilt statistical techniques for time series prediction.
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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: [R] Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting | reddit.com/r/MachineLearning | 2022-02-10
Code for https://arxiv.org/abs/2012.07436 found: https://github.com/zhouhaoyi/Informer2020
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Project mention: Time series analysis of Bitcoin price in Python with fbprophet ?! | dev.to | 2021-12-22
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Project mention: LSTM/CNN architectures for time series forecasting[Discussion] | reddit.com/r/MachineLearning | 2022-05-06
Pytorch-forecasting
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SonarQube
Static code analysis for 29 languages.. Your projects are multi-language. So is SonarQube analysis. Find Bugs, Vulnerabilities, Security Hotspots, and Code Smells so you can release quality code every time. Get started analyzing your projects today for free.
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orbit
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood. (by uber)
Project mention: Uber Releases V1.1 of Orbit: A Python Package to Perform Bayesian Time-Series Analysis and Forecasting | reddit.com/r/bigdata | 2022-01-14Github: https://github.com/uber/orbit
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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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flow-forecast
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
Project mention: [P] Deep Learning for time series forecasting (neuralforecast, python package) | reddit.com/r/MachineLearning | 2022-02-07How does it compare to Flow Forecast? Honestly people rarely mention FF but I've found it much better than pytorch_forecasting and the like.
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luminaire
Luminaire is a python package that provides ML driven solutions for monitoring time series data.
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django-ledger
A bookkeeping & financial analysis engine for the Django Framework. UNDER ACTIVE DEVELOPMENT & NOT STABLE YET.
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Stocks-Pattern-Analyzer
This tool should help discover different patterns based on similarity measures in historical (financial) data
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tsfeatures
Calculates various features from time series data. Python implementation of the R package tsfeatures.
Project mention: [P] Deep Learning for time series forecasting (neuralforecast, python package) | reddit.com/r/MachineLearning | 2022-02-07GluonTS Differences: -GluonTS is written in mxnet, which reduces its adoption. In contrast, NeuralForecast is written in PyTorch. -Including new models in GluonTS tends to be challenging because mxnet 's and the library structure's learning curve are steep. PyTorch-Forecasting Differences: -NeuralForecast hosts some models from our research, including N-HiTS and Transformer-based (Autoformer, Informer, Transformer, etc.) methods specialized in long-horizon forecasting (https://arxiv.org/abs/2201.12886). -And the exogenous variables extension of N-BEATS, the NBEATSx (https://arxiv.org/abs/2104.05522). Extra Features: -NeuralForecast has a wide range of curated datasets used in research to develop and test new models, such as Tourism, M3, M4, M5, EPF, ILI, Traffic, Weather, etc. -NeuralForecast models include reasonable hyperparameter spaces to speed up hyperparameter search, based on our experience. -We include an experiment module that makes it easy to put the entire time series forecasting pipeline into production. -Finally, NeuralForecast is part of a larger ecosystem of time-series analysis and forecasting that includes feature creation (tsfeatures, https://github.com/Nixtla/tsfeatures), machine learning models (mlforecast, https://github.com/Nixtla/mlforecast) and statistical models (statsforecast, https://github.com/Nixtla/statsforecast).
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judgyprophet
Forecasting for knowable future events using Bayesian informative priors (forecasting with judgmental-adjustment).
Project mention: Judgyprophet: Bayesian forecasting for knowable future events | news.ycombinator.com | 2022-03-25 -
Project mention: Show HN: Long-term series forecasting with Query Selector | news.ycombinator.com | 2021-07-27
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Project mention: Any alternatives to Quandl AMFI NAV API? | reddit.com/r/IndiaInvestments | 2021-06-12
While reading that tool, I came across this - https://github.com/NayakwadiS/Forecasting_Mutual_Funds The forecast is for 30 days and may be an interesting diversion for some folks.
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Project mention: [P] Time-series Benchmark methods that are Simple and Probabilistic | reddit.com/r/MachineLearning | 2022-03-12
tablespoon makes generating these naive methods easy while taking advantage of Stan's efficient No U-Turn Sampler - much the same way Facebook Prophet it built on top of Stan.
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hastl
HaSTL: A fast GPU implementation of STL decomposition with missing values and support for both CUDA and OpenCL
Let us know how it goes! The maintainer of hastl says that using futhark-ffi to call Futhark code from Python works very well, and lets you use normal Python libraries for testing and such.
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 | 14,431 |
| 2 | sktime | 5,321 |
| 3 | darts | 4,048 |
| 4 | Kats | 3,692 |
| 5 | Informer2020 | 2,407 |
| 6 | neural_prophet | 2,239 |
| 7 | pytorch-forecasting | 1,961 |
| 8 | orbit | 1,371 |
| 9 | pmdarima | 1,176 |
| 10 | flow-forecast | 1,000 |
| 11 | luminaire | 574 |
| 12 | django-ledger | 464 |
| 13 | atspy | 440 |
| 14 | Stocks-Pattern-Analyzer | 143 |
| 15 | tsfeatures | 110 |
| 16 | judgyprophet | 53 |
| 17 | query-selector | 49 |
| 18 | bytehub | 45 |
| 19 | forestatrisk | 44 |
| 20 | Forecasting_Mutual_Funds | 16 |
| 21 | lambdo | 12 |
| 22 | tablespoon | 11 |
| 23 | hastl | 4 |
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