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

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

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  • darts

    A python library for user-friendly forecasting and anomaly detection on time series.

  • Prophet

    Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

  • This is cool. I also like using Facebook's open source package Prophet

  • 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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  • pytorch-forecasting

    Time series forecasting with PyTorch

  • Darts is a pretty nice one. I've recently been using pytorch-forecasting for larger models like the Temporal Fusion Transformer. https://github.com/jdb78/pytorch-forecasting

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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