Python time-series

Open-source Python projects categorized as time-series
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Topics: #Machine Learning #Python #Forecasting #Deep Learning #Pytorch
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Top 23 Python time-series Projects

  • sktime

    A unified framework for machine learning with time series

    Project mention: Does anyone know a trusted Python package for applying Croston's Time series method? | reddit.com/r/pythontips | 2022-12-04

    I initially used the SkTime's Croston class SKTime Croston but when I try to get the fitted values using the steps in the discussion on github, the values are the same, a straight line throughout the in-sample to ou-of-sample predictions.

  • darts

    A python library for user-friendly forecasting and anomaly detection on time series.

    Project mention: A Simple Guide to Feature Engineering in the Forecast Menu | reddit.com/r/openBB | 2022-11-07

    The new Forecast menu, featuring the open-source Darts Time Series library, offers script-friendly functionality. It's also easy to use. Don't have any data to load yet? Enter through the Stocks or Crypto menus.

  • InfluxDB

    Build time-series-based applications quickly and at scale.. InfluxDB is the Time Series Platform where developers build real-time applications for analytics, IoT and cloud-native services. Easy to start, it is available in the cloud or on-premises.

  • 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:3851.0 | reddit.com/r/algoprojects | 2022-07-30

  • gluonts

    Probabilistic time series modeling in Python

    Project mention: [Q] `py.typed` and `.typesafe` | reddit.com/r/learnpython | 2023-01-23

    I was looking at [`gluonts`](https://github.com/awslabs/gluonts/tree/dev/src/gluonts/core) source code and I found a `py.typed` file. That is something I always put in my type-annotated modules: it's literally an empty file which denotes that the module is marked for "internal or external use in type checking" [mypy docs](https://mypy.readthedocs.io/en/stable/installed_packages.html?highlight=py.typed#creating-pep-561-compatible-packages). However, I never saw before the `.typesafe` file. What does it denote? Does it have to be used alongside a `py.typed`?

  • 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

  • Merlion

    Merlion: A Machine Learning Framework for Time Series Intelligence

    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.

  • neural_prophet

    NeuralProphet: A simple forecasting package

  • Sonar

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  • vectorbt

    Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.

    Project mention: Is there any python libraries to backtest buy and sell signals with dates? | reddit.com/r/algotrading | 2022-06-14

    For exactly this I use this https://github.com/polakowo/vectorbt it’s really a powerful tool and you can tons of things with it. Recently the developer decided to maintain it but not adding new features, which from now on will be released on the pro version. However, the free version is still very valuable, incredibly fast and suitable for basic to intermediate tasks.

  • tslearn

    A machine learning toolkit dedicated to time-series data

    Project mention: tslearn: NEW Data - star count:2325.0 | reddit.com/r/algoprojects | 2022-12-31

  • Mycodo

    An environmental monitoring and regulation system

    Project mention: IoT for hydroponics | reddit.com/r/Hydroponics | 2023-01-12

    Update: Found out about: MyCodo - https://github.com/kizniche/Mycodo (opensource Environmental Regulation System for rasbery pi) https://www.youtube.com/watch?v=nyqykZK2Ev4

  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

    Project mention: [Discussion] Amazon's AutoML vs. open source statistical methods | reddit.com/r/MachineLearning | 2022-12-12

    In this reproducible experiment, we compare Amazon Forecast and StatsForecast a python open-source library for statistical methods.

  • alibi-detect

    Algorithms for outlier, adversarial and drift detection

    Project mention: [D] Which statistical test would you use to detect drift in a dataset of images? | reddit.com/r/MachineLearning | 2022-08-24

    Wasserstein distance is not very suitable for drift detection on most problems given that the sample complexity (and estimation error) scales with O(n^(-1/d)) with n the number of instances (100k-10m in your case) and d the feature dimension (192 in your case). More interesting will be to use for instance a detector based on the maximum mean discrepancy (MMD) with estimation error of O(n^(-1/2)). Notice the absence of the feature dimension here. You can find scalable implementations in Alibi Detect (disclosure: I am a contributor): MMD docs, image example. We just added the KeOps backend for the MMD detector to scale and speed up the drift detector further, so if you install from master, you can leverage this backend and easily scale the detector to 1mn instances on e.g. 1 RTX2080Ti GPU. Check this example for more info.

  • orbit

    A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood. (by uber)

  • 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.

  • flow-forecast

    Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).

    Project mention: Cash-flow forecasting | reddit.com/r/datascience | 2022-10-07

    -Flow

  • SDV

    Synthetic Data Generation for tabular, relational and time series data.

    Project mention: SDV: NEW Data - star count:1196.0 | reddit.com/r/algoprojects | 2022-12-31

  • neuralforecast

    Scalable and user friendly neural :brain: forecasting algorithms.

    Project mention: neuralforecast: NEW Data - star count:1134.0 | reddit.com/r/algoprojects | 2023-01-21

  • luminaire

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

    Project mention: luminaire: NEW Data - star count:663.0 | reddit.com/r/algoprojects | 2022-12-10

  • plotly-resampler

    Visualize large time series data with plotly.py

    Project mention: plotly-resampler: NEW Data - star count:552.0 | reddit.com/r/algoprojects | 2022-10-22

  • causal-learn

    Causal Discovery for Python. Translation and extension of the Tetrad Java code.

  • rwa

    Machine Learning on Sequential Data Using a Recurrent Weighted Average

  • tsfel

    An intuitive library to extract features from time series.

    Project mention: Ask HN: Data Scientists, what libraries do you use for timeseries forecasting? | news.ycombinator.com | 2022-11-03

    For feature extraction check out tsfel:

    https://github.com/fraunhoferportugal/tsfel

  • sktime-dl

    sktime companion package for deep learning based on TensorFlow

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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 2023-01-23.

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 sktime 6,061
2 darts 5,297
3 Kats 4,173
4 gluonts 3,303
5 Informer2020 3,174
6 Merlion 2,852
7 neural_prophet 2,755
8 vectorbt 2,515
9 tslearn 2,368
10 Mycodo 2,335
11 statsforecast 2,168
12 alibi-detect 1,670
13 orbit 1,583
14 pmdarima 1,311
15 flow-forecast 1,271
16 SDV 1,250
17 neuralforecast 1,151
18 luminaire 673
19 plotly-resampler 633
20 causal-learn 606
21 rwa 600
22 tsfel 596
23 sktime-dl 576

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