Probabilistic Forecasting Python Packages

neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

skforecast

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

lightgbmlss

An extension of LightGBM to probabilistic modelling

apdtflow

APDTFlow: A modular forecasting framework for time series data

base-attentive

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

rolch

A package for online distributional learning.

ondil

Methods for online / incremental estimation of distributional regression models

kernel-quantile-regression

Kernel quantile regression

reservoir-computing

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

pyfts

An open source library for Fuzzy Time Series in Python

stengression

Spatiotemporal engression for probabilistic forecasting on low-frequency datasets.