Top 23 Python time-series Projects
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I would suggest you to use time-series database(TSDB). TSDB is purpose built database for handling time-series data like stream data generated by devices. There are many open sourced TSDB available in GitHub, like TDengine (https://github.com/taosdata/TDengine), TimeScale and others. Compared with MongoDB, they are more efficient in terms of data ingestion rate, query latency and data compression ratio.
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SKTime
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OPS
OPS - Build and Run Open Source Unikernels. Quickly and easily build and deploy open source unikernels in tens of seconds. Deploy in any language to any cloud.
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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: Automated Time Series Processing and Forecasting | news.ycombinator.com | 2021-12-05
Great, another open source tool purporting to solve time series analysis in an "automated way" (lol @ attempting automated statistics) that my manager will link me tomorrow and ask me to review.
Why should I use this over Darts[1] or just Statsmodels[2], if I need more lower level access and diagnostics? Both of these are far more established.
I dislike that Facebook Prophet was chosen as a benchmark; it's not a difficult benchmark to beat for the majority of time series use cases. It signifies to me that this project might targeting cargo cult data science. Prophet is not particularly good at non-daily timeseries and non-seasonal timeseries. The paper itself admits this[3]. Moreover, it's just a generalized additive model that incorporates holidays.
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1 https://github.com/unit8co/darts
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Project mention: [R][D] Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting. Zhou et al. AAAI21 Best Paper. ProbSparse self-attention reduces complexity to O(nlogn), generative style decoder to obtainsequence output in one step, and self-attention distilling for further reducing memory | reddit.com/r/MachineLearning | 2021-02-24
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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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SonarLint
Deliver Cleaner and Safer Code - Right in Your IDE of Choice!. SonarLint is a free and open source IDE extension that identifies and catches bugs and vulnerabilities as you code, directly in the IDE. Install from your favorite IDE marketplace today.
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Project mention: Fully Automated Mushroom Fruiting Chamber (CO2, Humidity, Lights ON/OFF Time, Night Light, Light Spectrum Control) | reddit.com/r/mycology | 2022-01-03
Check out Mycodo. It's a fully-featured GUI for setting up all manner of controllers like this.
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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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Seldon | Multiple positions | London/Cambridge UK | Onsite/Remote | Full time | seldon.io
At Seldon we are building industry leading solutions for deploying, monitoring, and explaining machine learning models. We are an open-core company with several successful open source projects like:
* https://github.com/SeldonIO/seldon-core
* https://github.com/SeldonIO/mlserver
* https://github.com/SeldonIO/alibi
* https://github.com/SeldonIO/alibi-detect
* https://github.com/SeldonIO/tempo
We are hiring for a range of positions, including software engineers(go, k8s), ml engineers (python, go), frontend engineers (js), UX designer, and product managers. All open positions can be found at https://www.seldon.io/careers/
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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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luminaire
Luminaire is a python package that provides ML driven solutions for monitoring time series data.
Project mention: [P][R] Luminaire: A hands-off Anomaly Detection Library | reddit.com/r/bigdata | 2021-03-25Github project link: https://github.com/zillow/luminaire/
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Project mention: Machine learning with Time series data | reddit.com/r/learnmachinelearning | 2021-06-24
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DeepADoTS
Repository of the paper "A Systematic Evaluation of Deep Anomaly Detection Methods for Time Series".
Project mention: [D] Anomaly detection without training set? | reddit.com/r/MachineLearning | 2021-01-22Other than that, if you're looking for more complicated models you could try and adapt one of the models from this this GitHub repo for your task (this is an open source repo of some SOTA anomaly detection models).
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NeuralCDE
Code for "Neural Controlled Differential Equations for Irregular Time Series" (Neurips 2020 Spotlight)
Project mention: [R] Neural Controlled Differential Equations (TLDR: well-understood mathematics + Neural ODEs = SOTA models for irregular time series) | reddit.com/r/MachineLearning | 2021-05-19 -
Project mention: Financial time-series data forecasting - any other tools besides Prophet? | reddit.com/r/datascience | 2021-02-02
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Project mention: deep-RL-trading: trading game comparing RNN vs CNN vs MLP based on [paper](https://arxiv.org/abs/1803.03916) Deep Learning And Reinforcement Learning - star count:272.0 | reddit.com/r/algoprojects | 2021-11-19
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Project mention: Is Facebook's “Prophet” the Time-Series Messiah, or Just a Naughty Boy? | news.ycombinator.com | 2021-07-01
I'll try to add notebook examples at https://www.microprediction.com/blog/popular-timeseries-pack... and get some pytorch-forecasting Elo ratings going. As an aside, anyone who wants to see a particular approach get rated is welcome to help! It amounts to creating a "skater" which is a simple functional form of forecasting.
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Project mention: Any tools for monitoring fitness without a power meter, besides Strava? | reddit.com/r/Strava | 2021-01-21
if not, and you're competent with docker, you may be able to get choochoo running - https://github.com/andrewcooke/choochoo
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Project mention: plotly-resampler: NEW Data - star count:142.0 | reddit.com/r/algoprojects | 2021-12-18
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Python time-series related posts
Index
What are some of the best open-source time-series projects in Python? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | TDengine | 17,565 |
| 2 | sktime | 4,833 |
| 3 | Kats | 3,417 |
| 4 | darts | 3,345 |
| 5 | Informer2020 | 2,064 |
| 6 | neural_prophet | 2,006 |
| 7 | tslearn | 1,967 |
| 8 | Mycodo | 1,812 |
| 9 | pmdarima | 1,100 |
| 10 | alibi-detect | 1,097 |
| 11 | orbit | 855 |
| 12 | SDV | 619 |
| 13 | rwa | 597 |
| 14 | luminaire | 513 |
| 15 | sktime-dl | 508 |
| 16 | DeepADoTS | 416 |
| 17 | NeuralCDE | 407 |
| 18 | atspy | 404 |
| 19 | deep-RL-trading | 279 |
| 20 | timemachines | 223 |
| 21 | choochoo | 201 |
| 22 | plotly-resampler | 187 |
| 23 | scikit-hts | 173 |
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