[P] Fastest and most accurate version of the Exponential Smoothing (ETS) Algorithm for Python

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

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  1. statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

  2. SaaSHub

    SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives

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  3. hts

    Hierarchical and Grouped Time Series

    sadly a lot of statistics research is done with R and is unavailable with Python, hopefully this kind of work will also motivate new libraries for Python. I am particularly interested in hierarchical forecasting. Are there Python alternatives to the hts library?(https://github.com/earowang/hts)

  4. hierarchicalforecast

    Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

    We have a Python library specialized in hierarchical reconciliation. The methods are based on the `hts` library you mentioned: https://github.com/Nixtla/hierarchicalforecast

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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