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Top 20 time-series-forecasting Open-Source Projects
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time-series-transformers-review
A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.
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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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flow-forecast
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
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LTSF-Linear
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
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Time-LLM
[ICLR 2024] Official implementation of " š¦ Time-LLM: Time Series Forecasting by Reprogramming Large Language Models"
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PyPOTS
A Python toolbox/library for reality-centric machine/deep learning and data mining on partially-observed time series with PyTorch, including SOTA neural network models for science tasks of imputation, classification, clustering, forecasting & anomaly detection on incomplete (irregularly-sampled) multivariate time series with NaN missing values/data
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hierarchicalforecast
Probabilistic Hierarchical forecasting š with statistical and econometric methods.
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Crossformer
Official implementation of our ICLR 2023 paper "Crossformer: Transformer Utilizing Cross-Dimension Dependency for Multivariate Time Series Forecasting"
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iTransformer
Unofficial implementation of iTransformer - SOTA Time Series Forecasting using Attention networks, out of Tsinghua / Ant group
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SSSD
Repository for the paper: 'Diffusion-based Time Series Imputation and Forecasting with Structured State Space Models' (by AI4HealthUOL)
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ETSformer
PyTorch code for ETSformer: Exponential Smoothing Transformers for Time-series Forecasting
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fold
šŖ A fast Adaptive Machine Learning library for Time-Series, that lets you build, deploy and update composite models easily. An order of magnitude speed-up, combined with flexibility and rigour. This is an internal project - documentation is not updated anymore and substantially differ from the current API. (by dream-faster)
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Project mention: Show HN: Auto Wiki v2 ā Turn your codebase into a Wiki now with diagrams | news.ycombinator.com | 2024-04-23https://github.com/awslabs/gluonts is a great candidate for a sample wiki. It is an OSS lib, not great documentation, very hard to RTFM (unlike, say, sklearn which already has a great wiki), doubtful that awslabs would pay to produce.
Project mention: time-series-transformers-review: NEW Data - star count:1424.0 | /r/algoprojects | 2023-08-12
There were some developments using LLMs in the timeseries domain which caught my attention.
I toyed with the Chronos forecasting toolkit [1], and the results were predictably off by wild margins [2]
What really caught my eye though was the "feel" of the predicted timeseries -- this is the first time I've seen synthetic timeseries that look like the real thing. Stock charts have a certain quality to them, once you've been looking at them long enough, you can tell more often than not whether some unlabeled data is a stock price timeseries or not. It seems the chronos LLM was able to pick up on that "nature" of the price movement, and replicate it in its forecasts. Impressive!
1: https://github.com/amazon-science/chronos-forecasting
2: https://imgur.com/a/hTRQ38d
I do not have a horse in the race, but it is interesting to see open source comparisons to traditional timeseries strategies: https://github.com/Nixtla/nixtla/tree/main/experiments/amazo...
In general, the M-Competitions (https://forecasters.org/resources/time-series-data/), the olympics of timeseries forecasting, have proven frustrating for ML methods... linear models do shockingly well and the ML models that have won, generally seem to be variants of older tree-based methods (ie. LightGBM is a favorite).
Will be interesting to see whether the Transformer architecture ends up making real progress here.
Project mention: Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting | news.ycombinator.com | 2024-02-26
Yes general LLM models can be used for time series forecasting:
https://github.com/KimMeen/Time-LLM
Project mention: Missing values in time series collected from the real world are common to see and very pesky. A new state-of-the-art and fast neural network called SAITS is proposed to impute missing data in partially-observed multivariate time series. The code is open source on GitHub. | /r/datascience | 2023-06-28Oh, wow, thanks for sharing it here! PyPOTS still has a long way to go, and I'm making it better. If you have any suggestions for PyPOTS, please let me know. Your feedback is always welcome and means a lot to the community of PyPOTS! If you like PyPOTS, please star š PyPOTS repo on GitHub and share it with people you know who may need it to help others notice this helpful work. Thank you very much!
Project mention: [D] When less is more in the hierarchical forecasting case. | /r/MachineLearning | 2023-07-03
Project mention: Moirai: A Time Series Foundation Model for Universal Forecasting | news.ycombinator.com | 2024-03-25Code is available! https://github.com/SalesforceAIResearch/uni2ts
Great write up. There were a few grammatical errors - Iād suggest piping it through a LLM prompted to find grammar errors :-)
Another area of interesting research is the use of transformer like models for highly dimensional time series prediction. While language and vision are interesting and have their uses, my opinion is the application of these techniques for multidimensional non linear effects in time series may ultimately have more broad and significant impact. Ex:
https://github.com/Thinklab-SJTU/Crossformer
Project mention: Implementation of iTransformer ā SOTA Time Series Forecasting Attention Networks | news.ycombinator.com | 2023-10-13
time-series-forecasting related posts
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Chronos: Learning the Language of Time Series
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Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
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Show HN: Fast Adaptive ML for Time-Series Forecasting
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Github repo review
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Github repo review
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Is linear regression better than prophet? Zillow benchmark
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Prophet vs. Linear Regression on Real Estate: The Zillow Case
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A note from our sponsor - SaaSHub
www.saashub.com | 2 May 2024
Index
What are some of the best open-source time-series-forecasting projects? This list will help you:
Project | Stars | |
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1 | gluonts | 4,297 |
2 | time-series-transformers-review | 2,103 |
3 | flow-forecast | 1,900 |
4 | LTSF-Linear | 1,788 |
5 | chronos-forecasting | 1,644 |
6 | nixtla | 1,429 |
7 | lag-llama | 962 |
8 | Time-LLM | 742 |
9 | PyPOTS | 668 |
10 | eland | 609 |
11 | sktime-dl | 599 |
12 | hierarchicalforecast | 522 |
13 | awesome-time-series | 471 |
14 | uni2ts | 416 |
15 | Crossformer | 364 |
16 | iTransformer | 331 |
17 | SSSD | 234 |
18 | ETSformer | 224 |
19 | fold | 87 |
20 | Time-Series-Forecasting-Using-LSTM | 13 |
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