Python Forecasting

Open-source Python projects categorized as Forecasting | Edit details

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: Reverse Engineering Video Game Stock Prices | reddit.com/r/quant | 2022-05-14

    Prophet is a forecasting model made by Facebook.

  • sktime

    A unified framework for machine learning with time series

    Project mention: Forecasting three months ahead. | reddit.com/r/datascience | 2022-04-07
  • 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.

  • darts

    A python library for easy manipulation and forecasting of time series.

    Project mention: Basic Time Series Prediction | reddit.com/r/MLQuestions | 2022-04-30

    Try Dart https://unit8co.github.io/darts/ Has many inbuilt statistical techniques for time series prediction.

  • 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:3628.0 | reddit.com/r/algoprojects | 2022-04-23
  • Informer2020

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

    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

  • neural_prophet

    NeuralProphet: A simple forecasting package

    Project mention: Time series analysis of Bitcoin price in Python with fbprophet ?! | dev.to | 2021-12-22
  • pytorch-forecasting

    Time series forecasting with PyTorch

    Project mention: LSTM/CNN architectures for time series forecasting[Discussion] | reddit.com/r/MachineLearning | 2022-05-06

    Pytorch-forecasting

  • 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.

  • 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 | 2022-01-14

    Github: https://github.com/uber/orbit

  • 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.

    Project mention: How to begin looking at time series data? | reddit.com/r/datascience | 2021-11-03
  • 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 | 2022-02-07

    How does it compare to Flow Forecast? Honestly people rarely mention FF but I've found it much better than pytorch_forecasting and the like.

  • luminaire

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

    Project mention: luminaire: NEW Data - star count:570.0 | reddit.com/r/algoprojects | 2022-05-21
  • django-ledger

    A bookkeeping & financial analysis engine for the Django Framework. UNDER ACTIVE DEVELOPMENT & NOT STABLE YET.

    Project mention: QuickBooks Desktop moves to subscription model | news.ycombinator.com | 2021-09-07
  • atspy

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

  • Stocks-Pattern-Analyzer

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

  • 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 | 2022-02-07

    GluonTS 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).

  • 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
  • query-selector

    LONG-TERM SERIES FORECASTING WITH QUERYSELECTOR – EFFICIENT MODEL OF SPARSEATTENTION

    Project mention: Show HN: Long-term series forecasting with Query Selector | news.ycombinator.com | 2021-07-27
  • bytehub

    ByteHub: making feature stores simple

  • forestatrisk

    :package: :snake: Python package to model and forecast the risk of deforestation

    Project mention: Forecast the Risk of Deforestation | news.ycombinator.com | 2022-05-01
  • Forecasting_Mutual_Funds

    This Project gives you an overall idea for Forecasting Mutual Funds

    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.

  • lambdo

    Feature engineering and machine learning: together at last!

  • tablespoon

    🥄✨Time-series Benchmark methods that are Simple and Probabilistic (by alexhallam)

    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.

  • hastl

    HaSTL: A fast GPU implementation of STL decomposition with missing values and support for both CUDA and OpenCL

    Project mention: Where Futhark Shines? | reddit.com/r/futhark | 2022-01-31

    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.

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 2022-05-21.

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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