Forecasting Python Packages

statsmodels

Statsmodels: statistical modeling and econometrics in Python

prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

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.

statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.

sktime

A unified framework for machine learning with time series

arch

ARCH models in Python

autogluon-tabular

Fast and Accurate ML in 3 Lines of Code

gluonts

Probabilistic time series modeling in Python

autogluon-core

Fast and Accurate ML in 3 Lines of Code

autogluon-features

Fast and Accurate ML in 3 Lines of Code

autogluon-common

Fast and Accurate ML in 3 Lines of Code

mlforecast

Scalable machine 🤖 learning for time series forecasting.

chronos-forecasting

Chronos: Pretrained Models for Time Series Forecasting

neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

darts

A python library for user-friendly forecasting and anomaly detection on time series.

hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

autogluon-timeseries

Fast and Accurate ML in 3 Lines of Code

autogluon

Fast and Accurate ML in 3 Lines of Code

autogluon-multimodal

Fast and Accurate ML in 3 Lines of Code

fev

Forecast evaluation library

datasetsforecast

Datasets for time series forecasting

u8darts

A python library for user-friendly forecasting and anomaly detection on time series.

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 🚀.

tsdb

a Python toolbox loads 173 public time series datasets for machine/deep learning with a single line of code. Datasets from multiple domains including healthcare, financial, power, traffic, weather, and etc.