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

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

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

pytorchtime

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

matrixprofile

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

pyhctsa

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

stingray

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

caerus

Detection of favorable moments in time series data

skaters

A fast SOTA univariate distributional time-series prediction algorithm

timeseriesflattener

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

gdtw

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

timemachines

A fast SOTA univariate distributional time-series prediction algorithm

timeeval

Evaluation Tool for Anomaly Detection Algorithms on Time Series

apdtflow

APDTFlow is a modern and extensible forecasting framework for time series data that leverages advanced techniques including neural ordinary differential equations (Neural ODEs), transformer-based components, and probabilistic modeling. Its modular design allows researchers and practitioners to experiment with multiple forecasting models and easily

pysdkit

A Python library for signal decomposition algorithms