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

  • darts

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

    • Project mention: Darts: Python lib for forecasting and anomaly detection on time series | news.ycombinator.com | 2024-03-05

  • InfluxDB

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  • autogluon

    AutoGluon: Fast and Accurate ML in 3 Lines of Code

    • Project mention: pip install remyxai - easiest way to create custom vision models | /r/computervision | 2023-04-25

    This seems not very convincing. There are other popular frameworks that provide AutoML with existing datasets (eg https://github.com/autogluon/autogluon)

  • Informer2020

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

  • 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:4554.0 | /r/algoprojects | 2023-10-24

  • gluonts

    Probabilistic time series modeling in Python

  • vectorbt

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

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

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  • neural_prophet

    NeuralProphet: A simple forecasting package

    • Project mention: Facebook Prophet: library for generating forecasts from any time series data | news.ycombinator.com | 2023-09-26

  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

    • Project mention: TimeGPT-1 | news.ycombinator.com | 2023-10-13

    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

  • Merlion

    Merlion: A Machine Learning Framework for Time Series Intelligence

  • Mycodo

    An environmental monitoring and regulation system

    • Project mention: Help with environmental parameters for a computer-controlled terrarium? | /r/SavageGarden | 2023-07-28

    For controlling everything, the plan is to use a Raspberry Pi running Mycodo, which will connect to the the temperature/humidity sensors, and also control the LED lights, the misting sprayers, and the heating coil.

  • tslearn

    The machine learning toolkit for time series analysis in Python

  • neuralforecast

    Scalable and user friendly neural :brain: forecasting algorithms.

    • Project mention: [D] Doubts on the implementation of LSTMs for timeseries prediction (like including weather forecasts) | /r/MachineLearning | 2023-12-10

  • SDV

    Synthetic data generation for tabular data

    • Project mention: Synthetic data generation for tabular data | news.ycombinator.com | 2024-02-27

    Can someone help me understand the licensing of this?

    https://github.com/sdv-dev/SDV/blob/main/LICENSE

    It was MIT licensed up until 2022 where it was changed to what it is now, where they say that it will become MIT again 4 years after release... but is that from when the license was changed or the first release of the software in GitHub?

  • alibi-detect

    Algorithms for outlier, adversarial and drift detection

    • Project mention: Exploring Open-Source Alternatives to Landing AI for Robust MLOps | dev.to | 2023-12-13

    Numerous tools exist for detecting anomalies in time series data, but Alibi Detect stood out to me, particularly for its capabilities and its compatibility with both TensorFlow and PyTorch backends.

  • flow-forecast

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

  • orbit

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

  • LTSF-Linear

    [AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"

  • chronos-forecasting

    Chronos: Pretrained (Language) Models for Probabilistic Time Series Forecasting

    • Project mention: Chronos: Learning the Language of Time Series | news.ycombinator.com | 2024-03-21

    https://github.com/amazon-science/chronos-forecasting

  • 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.

  • tods

    TODS: An Automated Time-series Outlier Detection System

  • liquid_time_constant_networks

    Code Repository for Liquid Time-Constant Networks (LTCs)

    • Project mention: Liquid AI, a new MIT spinoff, wants to build an new type of AI | news.ycombinator.com | 2024-01-13

  • causal-learn

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

  • SaaSHub

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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 2024-03-21.

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 7,387
2 darts 7,232
3 autogluon 7,050
4 Informer2020 4,890
5 Kats 4,742
6 gluonts 4,254
7 vectorbt 3,711
8 neural_prophet 3,630
9 statsforecast 3,519
10 Merlion 3,255
11 Mycodo 2,833
12 tslearn 2,773
13 neuralforecast 2,386
14 SDV 2,105
15 alibi-detect 2,074
16 flow-forecast 1,874
17 orbit 1,797
18 LTSF-Linear 1,766
19 chronos-forecasting 1,525
20 pmdarima 1,515
21 tods 1,289
22 liquid_time_constant_networks 1,223
23 causal-learn 970

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