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

pathway

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

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

timebasedcv

Time based splits for cross validation

augurs

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

matrixprofile

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

pysdkit

A Python library for signal decomposition algorithms.

skaters

A fast SOTA univariate distributional time-series prediction algorithm

deeptime

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

stingray

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

pytorchtime

Datasets, Transforms and Models specific to Time Series, powered by PyTorch

awesomepmc

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

pyhctsa

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

caerus

Detection of favorable moments in time series data

timeseriesflattener

Converting irregularly spaced time series, such as eletronic health records, into dataframes for tabular classification.

diive

Time series processing library

bayesloop

Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.

fabba

A Python library for the fast symbolic approximation of time series

nmrpy

A Python module for processing NMR spectra.