Help with time series analysis

This page summarizes the projects mentioned and recommended in the original post on /r/datascience
Machine Learning system-identification narmax narx Data Science

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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  • sysidentpy

    A Python Package For System Identification Using NARMAX Models

    • I built a package where you can build polynomial NARMAX models using the most used method for model selection of this class of models in the beckend. In addition, you can built NARX Neural Networks for forecasting problems (this is built on top of Pytorch) and you can use any model that have a fit/predict method (Catboost, any estimator from sklearn) in a NARX configuration to perform infinity-steps-ahead prediction. Maybe its worth a try. Here is the link of the package: GitHub - wilsonrljr/sysidentpy: A Python Package For System Identification Using NARMAX Models

  • 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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