What are some of the ways to deal with outliers/extreme values in time series forecasting

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

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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  • custom-models

    Models created or implemented in Stan.

  • I have been building a model that allows for that in a sensical way, look here. It is still unfinished: it only allows you to fit one time series at a time (I want it to allow for hierarchical relationships, which is possible to do), doesn't allow for more complex modelling of events (i.e., days before/after a holiday), and there's no pretty API, so it is hard to run if you do not know what you're doing.

  • 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.

    InfluxDB logo
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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