Python time-series-forecasting

Open-source Python projects categorized as time-series-forecasting
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Topics: time-series Deep Learning Forecasting Machine Learning Transformers
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Top 15 Python time-series-forecasting Projects

  • gluonts

    Probabilistic time series modeling in Python

    • Project mention: Show HN: Auto Wiki v2 ā€“ Turn your codebase into a Wiki now with diagrams | news.ycombinator.com | 2024-04-23

    https://github.com/awslabs/gluonts is a great candidate for a sample wiki. It is an OSS lib, not great documentation, very hard to RTFM (unlike, say, sklearn which already has a great wiki), doubtful that awslabs would pay to produce.

  • flow-forecast

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

  • WorkOS

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  • 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: Financial Market Applications of LLMs | news.ycombinator.com | 2024-04-20

    There were some developments using LLMs in the timeseries domain which caught my attention.

    I toyed with the Chronos forecasting toolkit [1], and the results were predictably off by wild margins [2]

    What really caught my eye though was the "feel" of the predicted timeseries -- this is the first time I've seen synthetic timeseries that look like the real thing. Stock charts have a certain quality to them, once you've been looking at them long enough, you can tell more often than not whether some unlabeled data is a stock price timeseries or not. It seems the chronos LLM was able to pick up on that "nature" of the price movement, and replicate it in its forecasts. Impressive!

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

    2: https://imgur.com/a/hTRQ38d

  • lag-llama

    Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting

    • Project mention: Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting | news.ycombinator.com | 2024-02-26

  • Time-LLM

    [ICLR 2024] Official implementation of " šŸ¦™ 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 šŸŒŸ 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!

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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  • eland

    Python Client and Toolkit for DataFrames, Big Data, Machine Learning and ETL in Elasticsearch

    • Project mention: I'm getting elasticsearch.BadRequestError: BadRequestError(400, 'illegal_argument_exception', "specified fields can't be null or empty") using Eland library | /r/elasticsearch | 2023-05-02

    We have a fix for this issue reported here merged and pending a release. Hopefully that release will happen in the next few days, then you can upgrade and the default experience for everyone won't be as confusing :)

  • sktime-dl

    DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow

  • hierarchicalforecast

    Probabilistic Hierarchical forecasting šŸ‘‘ with statistical and econometric methods.

    • Project mention: [D] When less is more in the hierarchical forecasting case. | /r/MachineLearning | 2023-07-03

  • Crossformer

    Official implementation of our ICLR 2023 paper "Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting"

    • Project mention: The Transformer Blueprint | news.ycombinator.com | 2023-07-30

    Great write up. There were a few grammatical errors - Iā€™d suggest piping it through a LLM prompted to find grammar errors :-)

    Another area of interesting research is the use of transformer like models for highly dimensional time series prediction. While language and vision are interesting and have their uses, my opinion is the application of these techniques for multidimensional non linear effects in time series may ultimately have more broad and significant impact. Ex:

    https://github.com/Thinklab-SJTU/Crossformer

  • iTransformer

    Unofficial implementation of iTransformer - SOTA Time Series Forecasting using Attention networks, out of Tsinghua / Ant group

    • Project mention: Implementation of iTransformer ā€“ SOTA Time Series Forecasting Attention Networks | news.ycombinator.com | 2023-10-13

  • SSSD

    Repository for the paper: 'Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models' (by AI4HealthUOL)

  • ETSformer

    PyTorch code for ETSformer: Exponential Smoothing Transformers for Time-series Forecasting

  • fold

    šŸŖ A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of magnitude speed-up, combined with flexibility and rigour. This is an internal project - documentation is not updated anymore and substantially differ from the current API. (by dream-faster)

  • 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).

Python time-series-forecasting related posts

Index

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

Project Stars
1 gluonts 4,297
2 flow-forecast 1,884
3 LTSF-Linear 1,783
4 chronos-forecasting 1,644
5 lag-llama 942
6 Time-LLM 692
7 PyPOTS 660
8 eland 609
9 sktime-dl 599
10 hierarchicalforecast 517
11 Crossformer 355
12 iTransformer 331
13 SSSD 233
14 ETSformer 224
15 fold 87

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