Forecasting Models Python Packages

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.

hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

spinests

spinesTS, a powerful timeseries toolsets.

pyramid-arima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

lisflood-lisvap

Lisflood OS (LISVAP)

atspy

Automated Time Series in Python

fife

Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting

deep-xf

Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.

pyfts

An open source library for Fuzzy Time Series in Python

fusionlab-learn

fusionlab-learn: Igniting Next-Gen Temporal Fusion Architectures

fairdata

AtsPy: Automated Time Series Models in Python (by @firmai)

timeagi

The official code for "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)". TEMPO is one of the very first open source Time Series Foundation Models for forecasting task v1.0 version.

streamlit-prophet

Streamlit app to train, evaluate and optimize a Prophet forecasting model.

xaib

AtsPy: Automated Time Series Models in Python (by @firmai)

fold-wrappers

🧱 Wrappers for 3rd party models to be used with fold (https://github.com/dream-faster/fold)