Forecasting Time Series Python Packages

awesomepmc

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

omen-agentic-forecasting

Agentic Time Series Forecasting Platform

hybridts

Hybrid time series forecasting — Prophet trend modeling + XGBoost/LightGBM residual correction. sklearn-style API.

lightningnbeats

An Implementation of N-BEATS using Pytorch Lightning

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.