Top 23 Forecasting Open-Source Projects
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.
Curated list of Machine Learning, NLP, Vision, Recommender Systems Project IdeasProject mention: Project Ideas | reddit.com/r/csharp | 2022-04-03
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.
A unified framework for machine learning with time seriesProject mention: Forecasting three months ahead. | reddit.com/r/datascience | 2022-04-07
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, 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
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
NeuralProphet: A simple forecasting packageProject mention: Time series analysis of Bitcoin price in Python with fbprophet ?! | dev.to | 2021-12-22
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Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastaiProject mention: [P] Deep Learning for time series forecasting (neuralforecast, python package) | reddit.com/r/MachineLearning | 2022-02-07
how about tsai?
Time series forecasting with PyTorchProject mention: LSTM/CNN architectures for time series forecasting[Discussion] | reddit.com/r/MachineLearning | 2022-05-06
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
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
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.
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.
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 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
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: Automated Time Series Models in Python (by @firmai)
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
Extensive and accessible COVID-19 data + forecasting for counties and hospitals. 📈
This tool should help discover different patterns based on similarity measures in historical (financial) data
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).
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...
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.
Forecasting related posts
multivariate time series forecasting model varima vs random forest
1 project | reddit.com/r/datascience | 13 Aug 2022
How to predict peak (max) values from time series data?
1 project | reddit.com/r/AskStatistics | 12 Aug 2022
[Q] Weekly time series forecasting
1 project | reddit.com/r/statistics | 2 Aug 2022
Time series forecasting model predicts increasing number for target variable when the actual values are zeroes
2 projects | reddit.com/r/datascience | 1 Aug 2022
time-series-transformers-review: NEW Data - star count:391.0
1 project | reddit.com/r/algoprojects | 30 Jul 2022
Kats: NEW Data - star count:3851.0
1 project | reddit.com/r/algoprojects | 30 Jul 2022
[P] Using time series models to predict product demand
1 project | reddit.com/r/MachineLearning | 30 Jul 2022
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