Timeseries Data Python Packages

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

openseries

Tools to analyze financial timeseries of single assets or portfolios. It is made for daily or less frequent data.

microprediction

If you can measure it, consider it predicted

cits

Python package for CITS algorithm: Causal inference from time series data

influxio

Import and export data into/from InfluxDB.

timemachines

Temporal online machines: streaming anomaly detection with calibrated p-values, built on skaters

timecast-nightly

Performant, composable online learning

mef-tools

High-level lib for reading and writing physiological data into mef file format using python wrapper pymef for meflib.

gregory

Python framework to manage time series structured as one-level dictionaries.

luftdatenpumpe

Acquire and process live and historical air quality data without efforts. Filter by station-id, sensor-id and sensor-type, apply reverse geocoding, store into time-series and RDBMS databases, publish to MQTT, output as JSON, or visualize in Grafana. Data sources: Sensor.Community (luftdaten.info), IRCELINE, and OpenAQ.

outatime

Python framework to manage time series

timecast

Performant, composable online learning

timeseries-sparklines

Lightweight server-side SVG rendering harness for Agentic workflows, SSR applications, dashboards, and APIs — generating sparklines, bar charts, and slicable time-series charts.

tsperf

TSPERF Time Series Database Benchmark Suite. Framework for evaluating and comparing the performance of time series databases, in the spirit of TimescaleDB's TSBS.