Time Series Forecasting Python Packages

chronos-forecasting

Chronos: Pretrained Models for Time Series Forecasting

gluonts

Probabilistic time series modeling in Python

tslearn

The machine learning toolkit for time series analysis in Python

hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

skforecast

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

fev

Forecast evaluation library

nixtla

TimeGPT-2.1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.

tabpfn-time-series

Zero-shot Time Series Forecasting with TabPFN (work accepted at NeurIPS 2024 TRL and TSALM workshops)

tfc-t0

An open-weights time-series forecasting foundation model from The Forecasting Company.

eland

Python Client and Toolkit for DataFrames, Big Data, Machine Learning and ETL in Elasticsearch

timecopilot-chronos-forecasting

Chronos: Pretrained Models for Time Series Forecasting

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.

momentfm

MOMENT: A Family of Open Time-series Foundation Models, ICML'24

metaforecast

Meta-learning and Data-centric Methods for Time Series Forecasting

fabba

A Python library for the fast symbolic approximation of time series

nixtlats

TimeGPT-2.1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.

synforecast

Fast synthetic time series for forecasting, testing, augmentation, and pretraining

py-ssa-lib

Py-SSA-Lib: Python implementation of the multichannel singular spectrum analysis (MSSA) and singular spectrum analysis (SSA)

pipelinets

⚡ Simplest and most professional TimeSeries forecasting + AutoML. Preprocess → Predict.

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

itransformer

Unofficial implementation of iTransformer - SOTA Time Series Forecasting using Attention networks, out of Tsinghua / Ant group

spinests

spinesTS, a powerful toolset for time series prediction, is one of the cornerstones of PipelineTS.

tserve

Time Series serving (TServe): local inference server for foundation models