Top 13 R time-series Projects

tidyquant

2 829 7.9 R

Bringing financial analysis to the tidyverse
quantmod

3 785 7.6 R

Quantitative Financial Modelling Framework
WorkOS

workos.com sponsored

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.
timetk

2 596 7.9 R

Time series analysis in the `tidyverse`
modeltime

5 498 8.4 R

Modeltime unlocks time series forecast models and machine learning in one framework
fastverse

3 211 6.8 R

An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
MODIStsp

1 152 3.9 R

An "R" package for automatic download and preprocessing of MODIS Land Products Time Series
modeltime.ensemble

1 72 7.6 R

Time Series Ensemble Forecasting
InfluxDB

www.influxdata.com sponsored

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.
boostime

1 54 10.0 R

The Tidymodels Extension for Time Series Boosting Models
modeltime.h2o

1 38 5.4 R

Forecasting with H2O AutoML. Use the H2O Automatic Machine Learning algorithm as a backend for Modeltime Time Series Forecasting.
modeltime.gluonts

1 38 5.8 R

GluonTS Deep Learning with Modeltime
modeltime.resample

1 17 6.2 R

Resampling Tools for Time Series Forecasting with Modeltime
healthyR.ts

1 17 8.2 R

A time-series companion package to healthyR
Econometrics-on-Stock-Data

1 1 0.0 R

R finance guide - Algotrading101

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).

R time-series related posts

Hi, I'm trying to learn a bit of quant, coming from econometrics. Are there any public repositories in R for quants?
1 project | /r/quant | 5 Apr 2023
Cross Validating Time Series Models in R
1 project | /r/rstats | 16 Mar 2023
Can’t import quantmod stock data when running R Shiny app from Docker container on Raspberry Pi
2 projects | /r/docker | 27 Feb 2023
Daily Hospital admits time series forecasting
3 projects | /r/datascience | 27 Nov 2022
Good package or tidy way of sliding time series forecasting windows for backtesting?
2 projects | /r/rstats | 17 Nov 2022
Has anyone taken Matt Dancho's courses?
1 project | /r/rstats | 9 Sep 2022
Time Series in R
8 projects | /r/rstats | 8 Sep 2022
A note from our sponsor - WorkOS
workos.com | 19 Apr 2024

The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning. Learn more →

Index

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

	Project	Stars
1	tidyquant	829
2	quantmod	785
3	timetk	596
4	modeltime	498
5	fastverse	211
6	MODIStsp	152
7	modeltime.ensemble	72
8	boostime	54
9	modeltime.h2o	38
10	modeltime.gluonts	38
11	modeltime.resample	17
12	healthyR.ts	17
13	Econometrics-on-Stock-Data	1