Python time-series-analysis

Open-source Python projects categorized as time-series-analysis
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Topics: time-series Machine Learning Python Forecasting Data Science
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Top 23 Python time-series-analysis Projects

  • anomaly-detection-resources

    Anomaly detection related books, papers, videos, and toolboxes

    • Project mention: anomaly-detection-resources: NEW Extended Research - star count:7507.0 | /r/algoprojects | 2023-10-24

  • sktime

    A unified framework for machine learning with time series

  • 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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  • stumpy

    STUMPY is a powerful and scalable Python library for modern time series analysis

    • Project mention: Stumpy: Matrix profile time series analysis | news.ycombinator.com | 2024-03-03

  • tslearn

    The machine learning toolkit for time series analysis in Python

  • flow-forecast

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

  • tods

    TODS: An Automated Time-series Outlier Detection System

  • AlphaPy

    Python AutoML for Trading Systems and Sports Betting

    • Project mention: AlphaPy: machine learning framework built on sklearn and pandas. Support pyfolio/xgboost/lightgmb/catboost(gradient boosting on decision tress) etc. Examples include financial market prediction/sports prediction/kaggle. Configurations are set though | /r/algoprojects | 2023-12-10

  • InfluxDB

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  • aeon

    A toolkit for conducting machine learning tasks with time series data

    • Project mention: FLaNK 15 Jan 2024 | dev.to | 2024-01-15

  • deeptime

    Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation

  • Time-LLM

    [ICLR 2024] Official implementation of " 🦙 Time-LLM: Time Series Forecasting by Reprogramming Large Language Models"

    • Project mention: karpathy/llm.c | news.ycombinator.com | 2024-04-08

    Yes general LLM models can be used for time series forecasting:

    https://github.com/KimMeen/Time-LLM

  • PyPOTS

    A Python toolbox/library for reality-centric machine/deep learning and data mining on partially-observed time series with PyTorch, including SOTA neural network models for science tasks of imputation, classification, clustering, and forecasting on incomplete (irregularly-sampled) multivariate time series with NaN missing values/data.

    • Project mention: Missing values in time series collected from the real world are common to see and very pesky. A new state-of-the-art and fast neural network called SAITS is proposed to impute missing data in partially-observed multivariate time series. The code is open source on GitHub. | /r/datascience | 2023-06-28

    Oh, wow, thanks for sharing it here! PyPOTS still has a long way to go, and I'm making it better. If you have any suggestions for PyPOTS, please let me know. Your feedback is always welcome and means a lot to the community of PyPOTS! If you like PyPOTS, please star 🌟 PyPOTS repo on GitHub and share it with people you know who may need it to help others notice this helpful work. Thank you very much!

  • InceptionTime

    InceptionTime: Finding AlexNet for Time Series Classification

  • atspy

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

  • timemachines

    Predict time-series with one line of code.

  • matrixprofile

    A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

  • scikit-hts

    Hierarchical Time Series Forecasting with a familiar API

  • automating-technical-analysis

    Using data analytics of popular trading strategies and indicators, to identify best trading actions based solely on the price action.

    • Project mention: automating-technical-analysis: NEW Data - star count:117.0 | /r/algoprojects | 2023-06-05

  • stingray

    Anything can happen in the next half hour (including spectral timing made easy)!

  • sjvisualizer

    Library to make animated data visualizations from time series data

    • Project mention: [OC] National Debt of the United Kingdom | /r/dataisbeautiful | 2023-07-12

  • PyDaddy

    Python package to discover stochastic differential equations from time series data

  • financial-dataset-generator

    Financial Dataset Generator

  • hastl

    HaSTL: A fast GPU implementation of STL decomposition with missing values and support for both CUDA and OpenCL

  • timebasedcv

    Time based splits for cross validation

    • Project mention: Time based cross validation | /r/Python | 2023-07-26

  • SaaSHub

    SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

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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).

Python time-series-analysis related posts

Index

What are some of the best open-source time-series-analysis projects in Python? This list will help you:

Project Stars
1 anomaly-detection-resources 7,858
2 sktime 7,404
3 stumpy 2,984
4 tslearn 2,777
5 flow-forecast 1,884
6 tods 1,292
7 AlphaPy 1,049
8 aeon 794
9 deeptime 695
10 Time-LLM 692
11 PyPOTS 656
12 InceptionTime 600
13 atspy 506
14 timemachines 380
15 matrixprofile 354
16 scikit-hts 219
17 automating-technical-analysis 216
18 stingray 163
19 sjvisualizer 151
20 PyDaddy 87
21 financial-dataset-generator 27
22 hastl 9
23 timebasedcv 7

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