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Top 23 Python Forecasting Projects
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Database Connection: Ollama supports several data platforms.
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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.
Project mention: TimesFM (Time Series Foundation Model) for time-series forecasting | news.ycombinator.com | 2024-05-08 -
statsmodels is the closest thing in python to R. statsmodels has mixed model support, but mgcv apparently requires more. It is well above my paygrade, but this seems relevant: https://github.com/statsmodels/statsmodels/issues/8029 (i.e. no out of the box support, you might be able to build an approximation on your own).
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Project mention: Darts: Python lib for forecasting and anomaly detection on time series | news.ycombinator.com | 2024-03-05
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InfluxDB
Purpose built for real-time analytics at any scale. InfluxDB Platform is powered by columnar analytics, optimized for cost-efficient storage, and built with open data standards.
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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: 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.
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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
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Project mention: Facebook Prophet: library for generating forecasts from any time series data | news.ycombinator.com | 2023-09-26
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Project mention: [D] Doubts on the implementation of LSTMs for timeseries prediction (like including weather forecasts) | /r/MachineLearning | 2023-12-10
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Project mention: TimesFM (Time Series Foundation Model) for time-series forecasting | news.ycombinator.com | 2024-05-08
On a related note, Amazon also had a model for time series forecasting called Chronos.
https://github.com/amazon-science/chronos-forecasting
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flow-forecast
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
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LTSF-Linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
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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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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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Project mention: Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting | news.ycombinator.com | 2024-02-26
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functime
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
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PyPOTS
A Python toolkit/library for reality-centric machine/deep learning and data mining on partially-observed time series, including SOTA neural network models for scientific analysis tasks of imputation/classification/clustering/forecasting/anomaly detection/cleaning on incomplete industrial (irregularly-sampled) multivariate TS with NaN missing values
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SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
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 discussion
Python Forecasting related posts
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TimesFM (Time Series Foundation Model) for time-series forecasting
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Show HN: Auto Wiki v2 – Turn your codebase into a Wiki now with diagrams
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Financial Market Applications of LLMs
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Moirai: A Time Series Foundation Model for Universal Forecasting
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Chronos: Learning the Language of Time Series
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Darts: Python lib for forecasting and anomaly detection on time series
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Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
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A note from our sponsor - Scout Monitoring
www.scoutapm.com | 15 Sep 2024
Index
What are some of the best open-source Forecasting projects in Python? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | MindsDB | 26,208 |
| 2 | Prophet | 18,264 |
| 3 | statsmodels | 9,966 |
| 4 | darts | 7,902 |
| 5 | sktime | 7,739 |
| 6 | autogluon | 7,620 |
| 7 | Informer2020 | 5,267 |
| 8 | Kats | 4,884 |
| 9 | gluonts | 4,546 |
| 10 | pytorch-forecasting | 3,863 |
| 11 | statsforecast | 3,845 |
| 12 | neural_prophet | 3,807 |
| 13 | Merlion | 3,359 |
| 14 | neuralforecast | 2,920 |
| 15 | chronos-forecasting | 2,318 |
| 16 | flow-forecast | 2,007 |
| 17 | LTSF-Linear | 1,932 |
| 18 | orbit | 1,855 |
| 19 | pmdarima | 1,572 |
| 20 | lag-llama | 1,188 |
| 21 | functime | 1,008 |
| 22 | PyPOTS | 964 |
| 23 | aeon | 955 |
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