XGBoost for time series

This page summarizes the projects mentioned and recommended in the original post on /r/datascience

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  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

  • Leaving these two repos here for anyone interested in trying decision tree regression or statistical forecasting baselines: - https://nixtla.github.io/mlforecast/ - https://github.com/Nixtla/statsforecast

  • mlforecast

    Scalable machine 🤖 learning for time series forecasting.

  • Leaving these two repos here for anyone interested in trying decision tree regression or statistical forecasting baselines: - https://nixtla.github.io/mlforecast/ - https://github.com/Nixtla/statsforecast

  • 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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  • LazyProphet

    Time Series Forecasting with LightGBM

  • If you want a quick thing to try for single time series you can try my package: LazyProphet which uses LightGBM under the hood.

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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