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Top 23 Python time-series Projects
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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.
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vectorbt
Find your trading edge, using the fastest engine for backtesting, algorithmic trading, and research.
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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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orbit
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood. (by uber)
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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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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.
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Project mention: Darts: Python lib for forecasting and anomaly detection on time series | news.ycombinator.com | 2024-03-05
Project mention: [D] Doubts on the implementation of LSTMs for timeseries prediction (like including weather forecasts) | /r/MachineLearning | 2023-12-10Don't use an LSTM. Get up to date with SoTA methods and read the papers in the field. LSTMs are not the way forward. Read the papers I suggested. It would be very useful to come to grips with both the Time Series Repository (https://github.com/thuml/Time-Series-Library) and Darts (https://github.com/unit8co/darts) as these are widely used for research and in industry.
Project mention: Show HN: Auto Wiki v2 – 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: Facebook Prophet: library for generating forecasts from any time series data | news.ycombinator.com | 2023-09-26
I can't find the TimeGPT-1 model.
LICENSE Apache-2
https://github.com/Nixtla/statsforecast/blob/main/LICENSE
Mentions ARIMA, ETS, CES, and Theta modeling
Project mention: [D] Doubts on the implementation of LSTMs for timeseries prediction (like including weather forecasts) | /r/MachineLearning | 2023-12-10
Can someone help me understand the licensing of this?
https://github.com/sdv-dev/SDV/blob/main/LICENSE
It was MIT licensed up until 2022 where it was changed to what it is now, where they say that it will become MIT again 4 years after release... but is that from when the license was changed or the first release of the software in GitHub?
Project mention: Exploring Open-Source Alternatives to Landing AI for Robust MLOps | dev.to | 2023-12-13Numerous tools exist for detecting anomalies in time series data, but Alibi Detect stood out to me, particularly for its capabilities and its compatibility with both TensorFlow and PyTorch backends.
Project mention: TimesFM (Time Series Foundation Model) for time-series forecasting | news.ycombinator.com | 2024-05-08On a related note, Amazon also had a model for time series forecasting called Chronos.
https://github.com/amazon-science/chronos-forecasting
Project mention: Liquid AI, a new MIT spinoff, wants to build an new type of AI | news.ycombinator.com | 2024-01-13
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).
Python time-series related posts
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Show HN: Auto Wiki v2 – Turn your codebase into a Wiki now with diagrams
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Financial Market Applications of LLMs
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Chronos: Learning the Language of Time Series
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Darts: Python lib for forecasting and anomaly detection on time series
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Synthetic data generation for tabular data
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Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
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Temporian: Google's Python package for time series preprocessing
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A note from our sponsor - InfluxDB
www.influxdata.com | 18 May 2024
Index
What are some of the best open-source time-series projects in Python? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | sktime | 7,454 |
| 2 | darts | 7,366 |
| 3 | autogluon | 7,181 |
| 4 | Informer2020 | 4,963 |
| 5 | Kats | 4,794 |
| 6 | Time-Series-Library | 4,492 |
| 7 | gluonts | 4,347 |
| 8 | vectorbt | 3,800 |
| 9 | neural_prophet | 3,662 |
| 10 | statsforecast | 3,591 |
| 11 | Merlion | 3,277 |
| 12 | Mycodo | 2,857 |
| 13 | tslearn | 2,804 |
| 14 | neuralforecast | 2,506 |
| 15 | SDV | 2,160 |
| 16 | alibi-detect | 2,095 |
| 17 | flow-forecast | 1,912 |
| 18 | orbit | 1,811 |
| 19 | LTSF-Linear | 1,806 |
| 20 | chronos-forecasting | 1,751 |
| 21 | pmdarima | 1,529 |
| 22 | tods | 1,302 |
| 23 | liquid_time_constant_networks | 1,277 |
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