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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
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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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nixtla
TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code š.
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SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
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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 toolkit/library for reality-centric machine/deep learning and data mining on partially-observed time series, including SOTA neural network models for scientific analysis tasks of imputation, classification, clustering, forecasting, & anomaly detection on incomplete industrial (irregularly-sampled) multivariate TS with NaN missing values
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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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ETSformer
PyTorch code for ETSformer: Exponential Smoothing Transformers for Time-series Forecasting
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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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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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SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
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
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: TimeGPT: Production Ready Time Series Foundation Model for Forecasting | news.ycombinator.com | 2024-05-08
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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TimeGPT: Production Ready Time Series Foundation Model for Forecasting
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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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A note from our sponsor - InfluxDB
www.influxdata.com | 23 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 | 4,347 |
2 | time-series-transformers-review | 2,148 |
3 | flow-forecast | 1,917 |
4 | LTSF-Linear | 1,817 |
5 | chronos-forecasting | 1,810 |
6 | nixtla | 1,647 |
7 | lag-llama | 1,016 |
8 | Time-LLM | 842 |
9 | PyPOTS | 728 |
10 | eland | 617 |
11 | sktime-dl | 600 |
12 | hierarchicalforecast | 527 |
13 | awesome-time-series | 479 |
14 | uni2ts | 491 |
15 | Crossformer | 373 |
16 | iTransformer | 347 |
17 | ETSformer | 240 |
18 | SSSD | 243 |
19 | fold | 89 |
20 | Time-Series-Forecasting-Using-LSTM | 13 |
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