Time Series Python Packages

pyod

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

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

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.

statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.

arch

ARCH models in Python

sktime

A unified framework for machine learning with time series

chronos-forecasting

Chronos: Pretrained Models for Time Series Forecasting

tsdownsample

High-performance time series downsampling algorithms for visualization

vectorbt

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

mlforecast

Scalable machine 🤖 learning for time series forecasting.

plotly-resampler

Visualize large time series data with plotly.py

gluonts

Probabilistic time series modeling in Python

autogluon-core

Fast and Accurate ML in 3 Lines of Code

autogluon-features

Fast and Accurate ML in 3 Lines of Code

autogluon-tabular

Fast and Accurate ML in 3 Lines of Code

autogluon-common

Fast and Accurate ML in 3 Lines of Code

tslearn

The machine learning toolkit for time series analysis in Python

adtk

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

tsfresh

Automatic extraction of relevant features from time series:

energyquantified

Python library for Montel EQ's Time Series API.

causal-learn

Causal Discovery in Python. Learning causality from data.

hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

darts

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

autogluon-timeseries

Fast and Accurate ML in 3 Lines of Code