Time Series Analysis Python Packages

sktime

A unified framework for machine learning with time series

stumpy

STUMPY is a powerful and scalable Python library for modern time series analysis

tslearn

The machine learning toolkit for time series analysis in Python

pyts

A Python package for time series classification

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.

aeon

A toolkit for time series machine learning and deep learning

timebasedcv

Time based splits for cross validation

tsai

Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai

pathway

Python ETL framework for stream processing, real-time analytics, LLM pipelines, and RAG.

augurs

Time series analysis for Rust, with bindings to Python and Javascript

vus

Volume Under the Surface: Accuracy Measure for Time Series Anomaly Detection

deeptime

Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation

pyhctsa

The most comprehensive time-series feature extraction package in Python.

matrixprofile

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

gdtw

GDTW is a Python/C++ library that performs dynamic time warping. It is based on a paper by Dave Deriso and Stephen Boyd.

stingray

Anything can happen in the next half hour (including spectral timing made easy)!

timeseriesflattener

A package for converting time series data from e.g. electronic health records into wide format data.

caerus

Detection of favorable moments in time series data

pysdkit

A Python library for signal decomposition algorithms

timeeval

Evaluation Tool for Time Series Anomaly Detection Methods

dependence-forecastability

Forecastability triage for time series using AMI, pAMI, and covariate-aware dependence diagnostics before expensive model search.

pointcloudset

Analyze large datasets of point clouds recorded over time in an efficient way

timecast-nightly

Performant, composable online learning

auto-ts

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.