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.

tfc-t0

An open-weights time-series forecasting foundation model from The Forecasting Company.

awesomepmc

Copula-based pairwise Markov chains for non-Gaussian time-series classification, estimation, imputation and forecasting.

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.

spinests

spinesTS, a powerful toolset for time series prediction, is one of the cornerstones of PipelineTS.

yug

Yug: a foundation model for zero-shot probabilistic time-series forecasting

eruption-forecast

Volcanic eruption forecasting using seismic data. Train machine learning models and predict probability of eruptions

atspy

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

liscal

Lisflood OS (Calibration tool)

fife

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

lisflood-lisvap

Lisflood OS (LISVAP)

fusionlab-learn

fusionlab-learn: Igniting Next-Gen Temporal Fusion Architectures

lazypredict-nightly

Lazy Predict Nightly enables rapid benchmarking of machine learning models with just a few lines of code. It helps identify the best-performing algorithms on your dataset without requiring hyperparameter tuning.

omen-agentic-forecasting

Agentic Time Series Forecasting Platform

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

tfc-t0-mlx

An open-weights time-series forecasting foundation model from The Forecasting Company.

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.

fairdata

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

xaib

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