Forecasting

Open-source projects categorized as Forecasting Edit details

Top 23 Forecasting Open-Source Projects

  • Prophet

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

    Project mention: How to predict peak (max) values from time series data? | reddit.com/r/AskStatistics | 2022-08-12

    prophet will be able to pick up on the multiple seasonalities and generate nice predictions, I use it in R but that is purely personal preference.

  • awesome-project-ideas

    Curated list of Machine Learning, NLP, Vision, Recommender Systems Project Ideas

    Project mention: Project Ideas | reddit.com/r/csharp | 2022-04-03
  • Scout APM

    Less time debugging, more time building. Scout APM allows you to find and fix performance issues with no hassle. Now with error monitoring and external services monitoring, Scout is a developer's best friend when it comes to application development.

  • sktime

    A unified framework for machine learning with time series

    Project mention: Forecasting three months ahead. | reddit.com/r/datascience | 2022-04-07
  • darts

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

    Project mention: multivariate time series forecasting model varima vs random forest | reddit.com/r/datascience | 2022-08-13

    According to https://unit8co.github.io/darts/ Arima doesn't cover multivariate time series. But thanks anyways!

  • Kats

    Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

    Project mention: Kats: NEW Data - star count:3851.0 | reddit.com/r/algoprojects | 2022-07-30
  • Informer2020

    The GitHub repository for the paper "Informer" accepted by AAAI 2021.

    Project mention: [R] Informer: Beyond Efficient Transformer for Long Sequence Time-Series Forecasting | reddit.com/r/MachineLearning | 2022-02-10

    Code for https://arxiv.org/abs/2012.07436 found: https://github.com/zhouhaoyi/Informer2020

  • neural_prophet

    NeuralProphet: A simple forecasting package

    Project mention: Time series analysis of Bitcoin price in Python with fbprophet ?! | dev.to | 2021-12-22
  • SonarLint

    Clean code begins in your IDE with SonarLint. Up your coding game and discover issues early. SonarLint is a free plugin that helps you find & fix bugs and security issues from the moment you start writing code. Install from your favorite IDE marketplace today.

  • tsai

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

    Project mention: [P] Deep Learning for time series forecasting (neuralforecast, python package) | reddit.com/r/MachineLearning | 2022-02-07

    how about tsai?

  • pytorch-forecasting

    Time series forecasting with PyTorch

    Project mention: LSTM/CNN architectures for time series forecasting[Discussion] | reddit.com/r/MachineLearning | 2022-05-06

    Pytorch-forecasting

  • orbit

    A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood. (by uber)

    Project mention: Uber Releases V1.1 of Orbit: A Python Package to Perform Bayesian Time-Series Analysis and Forecasting | reddit.com/r/bigdata | 2022-01-14

    Github: https://github.com/uber/orbit

  • pmdarima

    A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

    Project mention: How to begin looking at time series data? | reddit.com/r/datascience | 2021-11-03
  • flow-forecast

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

    Project mention: [P] Deep Learning for time series forecasting (neuralforecast, python package) | reddit.com/r/MachineLearning | 2022-02-07

    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.

  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

    Project mention: [Q] Weekly time series forecasting | reddit.com/r/statistics | 2022-08-02

    It is available in the StatsForecast package.

  • neuralforecast

    Scalable and user friendly neural :brain: forecasting algorithms for time series data :wavy_dash:.

    Project mention: neuralforecast: NEW Data - star count:796.0 | reddit.com/r/algoprojects | 2022-07-09
  • luminaire

    Luminaire is a python package that provides ML driven solutions for monitoring time series data.

    Project mention: [P] Luminaire v0.4.0 Release with Support up to python 3.10 | reddit.com/r/MachineLearning | 2022-07-27

    Excited to share that the latest Luminaire v0.4.0 release has several new capabilities with support up to python 3.10 and other package upgrades. Checkout the latest release here: https://github.com/zillow/luminaire

  • django-ledger

    A bookkeeping & financial analysis engine for the Django Framework. UNDER ACTIVE DEVELOPMENT & NOT STABLE YET.

    Project mention: QuickBooks Desktop moves to subscription model | news.ycombinator.com | 2021-09-07
  • atspy

    AtsPy: Automated Time Series Models in Python (by @firmai)

  • time-series-transformers-review

    A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.

    Project mention: time-series-transformers-review: NEW Data - star count:391.0 | reddit.com/r/algoprojects | 2022-07-30
  • covid19-severity-prediction

    Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈

  • Stocks-Pattern-Analyzer

    This tool should help discover different patterns based on similarity measures in historical (financial) data

  • tsfeatures

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

    Project mention: [P] Deep Learning for time series forecasting (neuralforecast, python package) | reddit.com/r/MachineLearning | 2022-02-07

    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).

  • awips2

    Weather forecasting display and analysis package developed by NWS/Raytheon, released as open source software by Unidata.

    Project mention: Why doesn't AWIPS support IPV6 yet? | reddit.com/r/meteorology | 2022-01-27

    It's probably this bug, which apparently nobody is interested in investigating, but they did take the time to add a page to the install instructions telling people to disable IPv6 if they hit it...

  • hierarchicalforecast

    Hierarchical 👑 forecasting with statistical and econometric methods.

    Project mention: Time series forecasting model predicts increasing number for target variable when the actual values are zeroes | reddit.com/r/datascience | 2022-08-01

    You can try HierarchicalForecast package to reconciliate predictions.

NOTE: The open source projects on this list are ordered by number of github stars. The number of mentions indicates repo mentiontions in the last 12 Months or since we started tracking (Dec 2020). The latest post mention was on 2022-08-13.

Forecasting related posts

Index

What are some of the best open-source Forecasting projects? This list will help you:

Project Stars
1 Prophet 14,778
2 awesome-project-ideas 6,452
3 sktime 5,602
4 darts 4,484
5 Kats 3,883
6 Informer2020 2,597
7 neural_prophet 2,437
8 tsai 2,282
9 pytorch-forecasting 2,154
10 orbit 1,452
11 pmdarima 1,230
12 flow-forecast 1,076
13 statsforecast 872
14 neuralforecast 828
15 luminaire 597
16 django-ledger 524
17 atspy 452
18 time-series-transformers-review 422
19 covid19-severity-prediction 206
20 Stocks-Pattern-Analyzer 147
21 tsfeatures 127
22 awips2 124
23 hierarchicalforecast 124
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