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Probabilistic Forecasting Python Packages

Python packages with the GitHub topic probabilistic-forecasting. Sorted by relevance, with stars and monthly downloads.
Nixtla
neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

331K 4K 488
skforecast
skforecast

Python library for time series forecasting using scikit-learn compatible models, statistical methods, and foundation models

95K 1K 189
StatMixedML
lightgbmlss

An extension of LightGBM to probabilistic modelling

3K 384 36
yotambraun
apdtflow

APDTFlow: A modular forecasting framework for time series data

2K 43 5
earthai-tech
base-attentive

Modular Multi-Backend Encoder-Decoder Architecture for Probabilistic Time Series Forecasting

845 1 0
simon-hirsch
rolch

A package for online distributional learning.

542 35 7
simon-hirsch
ondil

Methods for online / incremental estimation of distributional regression models

530 34 7
luca-pernigo
kernel-quantile-regression

Kernel quantile regression

510 8 2
FilippoMB
reservoir-computing

Library for implementing reservoir computing models (Echo State Networks) for multivariate time series classification, clustering, and forecasting.

453 418 87
PYFTS
pyfts

An open source library for Fuzzy Time Series in Python

363 279 55
PyCoder913
stengression

Spatiotemporal engression for probabilistic forecasting on low-frequency datasets.

139 0 0
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