Python time-series

Open-source Python projects categorized as time-series | Edit details

Top 23 Python time-series Projects

  • GitHub repo TDengine

    An open-source big data platform designed and optimized for the Internet of Things (IoT).

    Project mention: Which database type to use? | reddit.com/r/Database | 2021-12-30

    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.

  • GitHub repo sktime

    A unified framework for machine learning with time series

    Project mention: Good python time series libraries? | reddit.com/r/algotrading | 2021-12-13

    SKTime

  • 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.

  • GitHub repo 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:3388.0 | reddit.com/r/algoprojects | 2022-01-15
  • GitHub repo darts

    A python library for easy manipulation and forecasting of time series.

    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.

    --

    1 https://github.com/unit8co/darts

    2 https://www.statsmodels.org/stable/index.html

    3 https://peerj.com/preprints/3190/

  • GitHub repo Informer2020

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

    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
  • GitHub repo neural_prophet

    NeuralProphet: A simple forecasting package

    Project mention: Time series analysis of Bitcoin price in Python with fbprophet ?! | dev.to | 2021-12-22
  • GitHub repo tslearn

    A machine learning toolkit dedicated to time-series data

    Project mention: tslearn: NEW Data - star count:1902.0 | reddit.com/r/algoprojects | 2021-12-18
  • 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.

  • GitHub repo Mycodo

    An environmental monitoring and regulation system

    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.

  • GitHub repo 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.

    Project mention: How to begin looking at time series data? | reddit.com/r/datascience | 2021-11-03
  • GitHub repo alibi-detect

    Algorithms for outlier, adversarial and drift detection

    Project mention: Ask HN: Who is hiring? (January 2022) | news.ycombinator.com | 2022-01-03

    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/

  • GitHub repo 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 | 2022-01-14

    Github: https://github.com/uber/orbit

  • GitHub repo SDV

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

    Project mention: SDV: NEW Data - star count:551.0 | reddit.com/r/algoprojects | 2021-11-12
  • GitHub repo rwa

    Machine Learning on Sequential Data Using a Recurrent Weighted Average

  • GitHub repo 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 | 2021-03-25

    Github project link: https://github.com/zillow/luminaire/

  • GitHub repo sktime-dl

    sktime companion package for deep learning based on TensorFlow

    Project mention: Machine learning with Time series data | reddit.com/r/learnmachinelearning | 2021-06-24
  • GitHub repo 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 | 2021-01-22

    Other 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).

  • GitHub repo 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
  • GitHub repo atspy

    AtsPy: Automated Time Series Models in Python (by @firmai)

    Project mention: Financial time-series data forecasting - any other tools besides Prophet? | reddit.com/r/datascience | 2021-02-02
  • GitHub repo deep-RL-trading

    playing idealized trading games with deep reinforcement learning

    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
  • GitHub repo timemachines

    Continuously evaluated, functional, incremental, time-series forecasting

    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.

  • GitHub repo choochoo

    Training Diary

    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

  • GitHub repo plotly-resampler

    Visualize large time-series data in plotly

    Project mention: plotly-resampler: NEW Data - star count:142.0 | reddit.com/r/algoprojects | 2021-12-18
  • GitHub repo scikit-hts

    Hierarchical Time Series Forecasting with a familiar API

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 2022-01-15.

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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