Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
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May 8, 2026 - Python
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forecasting
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Statsmodels: statistical modeling and econometrics in Python
python data-science statistics prediction econometrics forecasting data-analysis regression-models hypothesis-testing generalized-linear-models timeseries-analysis robust-estimation count-model
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May 23, 2026 - Python
Fast and Accurate ML in 3 Lines of Code
python data-science machine-learning natural-language-processing computer-vision deep-learning time-series scikit-learn tabular-data pytorch forecasting hyperparameter-optimization ensemble-learning object-detection transfer-learning structured-data gluon automl automated-machine-learning autogluon
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May 25, 2026 - Python
A unified framework for machine learning with time series
data-science machine-learning data-mining ai time-series scikit-learn forecasting hacktoberfest time-series-analysis anomaly-detection time-series-classification time-series-regression time-series-segmentation sktime changepoint-detection
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May 26, 2026 - Python
A python library for user-friendly forecasting and anomaly detection on time series.
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May 21, 2026 - Python
The GitHub repository for the paper "Informer" accepted by AAAI 2021.
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Jun 20, 2025 - Python
Chronos: Pretrained Models for Time Series Forecasting
machine-learning timeseries time-series transformers artificial-intelligence forecasting pretrained-models time-series-forecasting huggingface huggingface-transformers foundation-models large-language-models llm
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Apr 21, 2026 - Python
Probabilistic time series modeling in Python
aws data-science machine-learning timeseries deep-learning time-series mxnet torch pytorch artificial-intelligence neural-networks forecasting time-series-prediction time-series-forecasting sagemaker
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May 8, 2026 - Python
Time series forecasting with PyTorch
python data-science machine-learning ai timeseries deep-learning gpu pandas pytorch artificial-intelligence uncertainty neural-networks forecasting hacktoberfest temporal timeseries-forecasting pytorch-lightning
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May 26, 2026 - Python
Lightning ⚡️ fast forecasting with statistical and econometric models.
python data-science machine-learning statistics time-series econometrics forecasting predictions arima theta prophet automl naive ets fbprophet exponential-smoothing baselines neuralprophet seasonal-naive mstl
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May 26, 2026 - Python
Merlion: A Machine Learning Framework for Time Series Intelligence
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Mar 11, 2026 - Python
NeuralProphet: A simple forecasting package
python machine-learning timeseries deep-learning time-series neural-network prediction pytorch artificial-intelligence forecast forecasting trend prophet neural fbprophet seasonality autoregression forecasting-model forecasting-algorithm neuralprophet
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Jan 8, 2025 - Python
Scalable and user friendly neural 🧠 forecasting algorithms.
machine-learning deep-neural-networks deep-learning time-series neural-network pytorch transformer forecasting tft hint baselines probabilistic-forecasting robust-regression hierarchical-forecasting deepar baselines-zoo nbeats esrnn nbeatsx nhits
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May 26, 2026 - Python
[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"
deep-learning time-series pytorch forecasting linear-models aaai time-series-prediction time-series-forecasting forecasting-model aaai2023
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Jan 27, 2024 - Python
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
deep-neural-networks deep-learning time-series pytorch transformer lstm forecasting transfer-learning hacktoberfest time-series-analysis anomaly-detection time-series-forecasting time-series-regression state-of-the-art-models
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Feb 9, 2026 - Python
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
python machine-learning time-series orbit regression pytorch forecast bayesian-methods forecasting probabilistic-programming bayesian stan arima regression-models probabilistic bayesian-statistics pyro changepoint pystan exponential-smoothing
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May 22, 2026 - Python
A Python toolkit/library for reality-centric machine/deep learning & data mining on partially-observed time series, with 50+ SOTA neural network models for scientific analysis tasks (imputation, classification, clustering, forecasting, anomaly detection, cleaning) on incomplete industrial irregularly-sampled multivariate TS with NaN missing values
data-science machine-learning data-mining deep-learning time-series clustering pytorch neural-networks forecasting classification imputation data-analysis generation anomaly-detection missing-values
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May 12, 2026 - Python
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
python machine-learning time-series econometrics forecasting arima forecasting-models sarimax pmdarima
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Nov 17, 2025 - Python
Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting
timeseries time-series transformers forecasting llama time-series-prediction time-series-forecasting timeseries-forecasting foundation-models time-series-transformer lag-llama
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Jun 6, 2025 - Python
ARCH models in Python
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Apr 6, 2026 - Python
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