A Library for Advanced Deep Time Series Models for General Time Series Analysis.
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Statsmodels: statistical modeling and econometrics in Python
- python
- statistics
- econometrics
- data-analysis
Lightning ⚡️ fast forecasting with statistical and econometric models.
- time-series
- statistics
- forecasting
- arima
The machine learning toolkit for time series analysis in Python
- time-series
- timeseries
- time-series-analysis
- time-series-clustering
PyTorch Geometric Temporal: Spatiotemporal Signal Processing with Neural Machine Learning Models (CIKM 2021)
- pytorch
- graph-neural-networks
- temporal-networks
- temporal-graphs
Python library for time series forecasting using scikit-learn compatible models, statistical methods, and foundation models
- forecasting
- scikit-learn
- machine-learning
- python
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
- time-series-analysis
- model-selection
- bayesian-inference
- anomaly-detection