Exponential Smoothing Python Packages

statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.

orbit-ml

A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.

smooth

The set of functions used for time series analysis and in forecasting.

gigagan-pytorch

Implementation of ETSformer, state of the art time-series Transformer, in Pytorch

etsformer-pytorch

Implementation of ETSformer, state of the art time-series Transformer, in Pytorch

chronax

JAX-accelerated time-series forecasting library. Fast, scalable, and NumPy-compatible.

expsmoothing

A simple introduction to statistical learning for time-series forecasting using the Holt Simple Exponential Smoothing method

tsa-course

Book and material for the course "Time series analysis with Python" (STA-2003)