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. Learn more →
Top 23 Python time-series Projects
-
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.
-
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.
-
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`?
-
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
-
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.
-
-
Sonar
Write Clean Python Code. Always.. Sonar helps you commit clean code every time. With over 225 unique rules to find Python bugs, code smells & vulnerabilities, Sonar finds the issues while you focus on the work.
-
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 | 2022-06-14For 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.
-
-
Update: Found out about: MyCodo - https://github.com/kizniche/Mycodo (opensource Environmental Regulation System for rasbery pi) https://www.youtube.com/watch?v=nyqykZK2Ev4
-
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.
-
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).
-Flow
-
-
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: plotly-resampler: NEW Data - star count:552.0 | reddit.com/r/algoprojects | 2022-10-22
-
-
-
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:
-
-
SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
Python time-series related posts
- [Q] `py.typed` and `.typesafe`
- ACT: NEW Data - star count:104.0
- ACT: NEW Data - star count:104.0
- ACT: NEW Data - star count:104.0
- ACT: NEW Data - star count:104.0
- PyPOTS: NEW Data - star count:182.0
- PyPOTS: NEW Data - star count:182.0
-
A note from our sponsor - InfluxDB
www.influxdata.com | 28 Jan 2023
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 |