Time Series Python Packages

pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

dbl-tempo

API for manipulating time series on top of Apache Spark: lagged time values, rolling statistics (mean, avg, sum, count, etc), AS OF joins, downsampling, and interpolation

pyod

A Python library for anomaly detection across tabular, time series, graph, text, and image data. 60+ detectors, benchmark-backed ADEngine orchestration, and an agentic workflow for AI agents.

statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.

gluonts

Probabilistic time series modeling in Python

sktime

A unified framework for machine learning with time series

autogluon-tabular

Fast and Accurate ML in 3 Lines of Code

autogluon-core

Fast and Accurate ML in 3 Lines of Code

autogluon-features

Fast and Accurate ML in 3 Lines of Code

autogluon-common

Fast and Accurate ML in 3 Lines of Code

arch

ARCH models in Python

mlforecast

Scalable machine 🤖 learning for time series forecasting.

chronos-forecasting

Chronos: Pretrained Models for Time Series Forecasting

tsdownsample

High-performance time series downsampling algorithms for visualization

plotly-resampler

Visualize large time series data with plotly.py

adtk

A Python toolkit for rule-based/unsupervised anomaly detection in time series

autogluon-timeseries

Fast and Accurate ML in 3 Lines of Code

autogluon

Fast and Accurate ML in 3 Lines of Code

vectorbt

The backtesting engine that gives you an unfair advantage. Run thousands of trading ideas before others finish one.

darts

A python library for user-friendly forecasting and anomaly detection on time series.

autogluon-multimodal

Fast and Accurate ML in 3 Lines of Code

tsfresh

Automatic extraction of relevant features from time series:

tslearn

The machine learning toolkit for time series analysis in Python

neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.