R time-series

Open-source R projects categorized as time-series
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Topics: r-package Forecasting R Timeseries tidymodels
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Top 13 R time-series Projects

  • tidyquant

    Bringing financial analysis to the tidyverse

  • quantmod

    Quantitative Financial Modelling Framework

  • 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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  • timetk

    Time series analysis in the `tidyverse`

  • modeltime

    Modeltime unlocks time series forecast models and machine learning in one framework

  • fastverse

    An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R

  • MODIStsp

    An "R" package for automatic download and preprocessing of MODIS Land Products Time Series

  • modeltime.ensemble

    Time Series Ensemble Forecasting

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  • boostime

    The Tidymodels Extension for Time Series Boosting Models

  • modeltime.h2o

    Forecasting with H2O AutoML. Use the H2O Automatic Machine Learning algorithm as a backend for Modeltime Time Series Forecasting.

  • modeltime.gluonts

    GluonTS Deep Learning with Modeltime

  • modeltime.resample

    Resampling Tools for Time Series Forecasting with Modeltime

  • healthyR.ts

    A time-series companion package to healthyR

  • Econometrics-on-Stock-Data

    R finance guide - Algotrading101

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).

R time-series related posts

  • Hi, I'm trying to learn a bit of quant, coming from econometrics. Are there any public repositories in R for quants?

    1 project | /r/quant | 5 Apr 2023

  • Cross Validating Time Series Models in R

    1 project | /r/rstats | 16 Mar 2023

  • Can’t import quantmod stock data when running R Shiny app from Docker container on Raspberry Pi

    2 projects | /r/docker | 27 Feb 2023

  • Daily Hospital admits time series forecasting

    3 projects | /r/datascience | 27 Nov 2022

  • Good package or tidy way of sliding time series forecasting windows for backtesting?

    2 projects | /r/rstats | 17 Nov 2022

  • Has anyone taken Matt Dancho's courses?

    1 project | /r/rstats | 9 Sep 2022

  • Time Series in R

    8 projects | /r/rstats | 8 Sep 2022
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    www.saashub.com | 6 May 2024
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Index

What are some of the best open-source time-series projects in R? This list will help you:

Project Stars
1 tidyquant 831
2 quantmod 786
3 timetk 597
4 modeltime 501
5 fastverse 214
6 MODIStsp 152
7 modeltime.ensemble 71
8 boostime 55
9 modeltime.h2o 38
10 modeltime.gluonts 38
11 modeltime.resample 17
12 healthyR.ts 17
13 Econometrics-on-Stock-Data 1

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