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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.
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
- 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 | |
|---|---|---|
| 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
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.
www.influxdata.com