[P] Deep Learning for time series forecasting (neuralforecast, python package)

• mlforecast

  11 713 8.8 Python

  Scalable machine 🤖 learning for time series forecasting.

  

GluonTS Differences: -GluonTS is written in mxnet, which reduces its adoption. In contrast, NeuralForecast is written in PyTorch. -Including new models in GluonTS tends to be challenging because mxnet 's and the library structure's learning curve are steep. PyTorch-Forecasting Differences: -NeuralForecast hosts some models from our research, including N-HiTS and Transformer-based (Autoformer, Informer, Transformer, etc.) methods specialized in long-horizon forecasting (https://arxiv.org/abs/2201.12886). -And the exogenous variables extension of N-BEATS, the NBEATSx (https://arxiv.org/abs/2104.05522). Extra Features: -NeuralForecast has a wide range of curated datasets used in research to develop and test new models, such as Tourism, M3, M4, M5, EPF, ILI, Traffic, Weather, etc. -NeuralForecast models include reasonable hyperparameter spaces to speed up hyperparameter search, based on our experience. -We include an experiment module that makes it easy to put the entire time series forecasting pipeline into production. -Finally, NeuralForecast is part of a larger ecosystem of time-series analysis and forecasting that includes feature creation (tsfeatures, https://github.com/Nixtla/tsfeatures), machine learning models (mlforecast, https://github.com/Nixtla/mlforecast) and statistical models (statsforecast, https://github.com/Nixtla/statsforecast).

• neuralforecast

  84 2,405 8.9 Python

  Scalable and user friendly neural :brain: forecasting algorithms.

  

Aren't the predications at the end of the example off by a lot?

• 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.

  

• statsforecast

  58 3,540 8.9 Python

  Lightning ⚡️ fast forecasting with statistical and econometric models.

  

GluonTS Differences: -GluonTS is written in mxnet, which reduces its adoption. In contrast, NeuralForecast is written in PyTorch. -Including new models in GluonTS tends to be challenging because mxnet 's and the library structure's learning curve are steep. PyTorch-Forecasting Differences: -NeuralForecast hosts some models from our research, including N-HiTS and Transformer-based (Autoformer, Informer, Transformer, etc.) methods specialized in long-horizon forecasting (https://arxiv.org/abs/2201.12886). -And the exogenous variables extension of N-BEATS, the NBEATSx (https://arxiv.org/abs/2104.05522). Extra Features: -NeuralForecast has a wide range of curated datasets used in research to develop and test new models, such as Tourism, M3, M4, M5, EPF, ILI, Traffic, Weather, etc. -NeuralForecast models include reasonable hyperparameter spaces to speed up hyperparameter search, based on our experience. -We include an experiment module that makes it easy to put the entire time series forecasting pipeline into production. -Finally, NeuralForecast is part of a larger ecosystem of time-series analysis and forecasting that includes feature creation (tsfeatures, https://github.com/Nixtla/tsfeatures), machine learning models (mlforecast, https://github.com/Nixtla/mlforecast) and statistical models (statsforecast, https://github.com/Nixtla/statsforecast).

• tsfeatures

  5 321 5.3 Python

  Calculates various features from time series data. Python implementation of the R package tsfeatures.

  

GluonTS Differences: -GluonTS is written in mxnet, which reduces its adoption. In contrast, NeuralForecast is written in PyTorch. -Including new models in GluonTS tends to be challenging because mxnet 's and the library structure's learning curve are steep. PyTorch-Forecasting Differences: -NeuralForecast hosts some models from our research, including N-HiTS and Transformer-based (Autoformer, Informer, Transformer, etc.) methods specialized in long-horizon forecasting (https://arxiv.org/abs/2201.12886). -And the exogenous variables extension of N-BEATS, the NBEATSx (https://arxiv.org/abs/2104.05522). Extra Features: -NeuralForecast has a wide range of curated datasets used in research to develop and test new models, such as Tourism, M3, M4, M5, EPF, ILI, Traffic, Weather, etc. -NeuralForecast models include reasonable hyperparameter spaces to speed up hyperparameter search, based on our experience. -We include an experiment module that makes it easy to put the entire time series forecasting pipeline into production. -Finally, NeuralForecast is part of a larger ecosystem of time-series analysis and forecasting that includes feature creation (tsfeatures, https://github.com/Nixtla/tsfeatures), machine learning models (mlforecast, https://github.com/Nixtla/mlforecast) and statistical models (statsforecast, https://github.com/Nixtla/statsforecast).

• TGLSTM

  1 10 10.0 Python

  Pytorch implementation of LSTM for irregular time series

I'm not current on what the SOTA is, but Time Gated LSTM is one example. Another is Latent ODEs for Irregularly-Sampled Time Series.

• latent_ode

  1 468 10.0 Python

  Code for "Latent ODEs for Irregularly-Sampled Time Series" paper

I'm not current on what the SOTA is, but Time Gated LSTM is one example. Another is Latent ODEs for Irregularly-Sampled Time Series.

• tsai

  4 4,690 7.4 Jupyter Notebook

  Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai

  

how about tsai?

• 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.

  

• flow-forecast

  13 1,884 9.5 Python

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

  

How does it compare to Flow Forecast? Honestly people rarely mention FF but I've found it much better than pytorch_forecasting and the like.

• nixtla

  8 1,411 9.5 Jupyter Notebook

  Python SDK for TimeGPT, a foundational time series model

  

Here we did some comparison with prophet in the zillow real-state dataset https://github.com/Nixtla/nixtla/tree/main/utils/experiments/zillow-prophet

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