Time Series Analysis Python Packages

sktime

A unified framework for machine learning with time series

stumpy

STUMPY is a powerful and scalable Python library for modern time series analysis

tslearn

The machine learning toolkit for time series analysis in Python

pyts

A Python package for time series classification

tsdb

a Python toolbox loads 173 public time series datasets for machine/deep learning with a single line of code. Datasets from multiple domains including healthcare, financial, power, traffic, weather, and etc.

timebasedcv

Time based splits for cross validation

aeon

A toolkit for time series machine learning and deep learning

tsai

Time series Timeseries Deep Learning Machine Learning Python Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai

pathway

Python ETL framework for stream processing, real-time analytics, LLM pipelines, and RAG.

augurs

Time series analysis for Rust, with bindings to Python and Javascript

pyhctsa

The most comprehensive time-series feature extraction package in Python.

deeptime

Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation

matrixprofile

A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.

vus

Volume Under the Surface: Accuracy Measure for Time Series Anomaly Detection

timeseriesflattener

Converting irregularly spaced time series, such as eletronic health records, into dataframes for tabular classification.

stingray

Anything can happen in the next half hour (including spectral timing made easy)!

dependence-forecastability

General-purpose Python toolkit for horizon-wise forecastability analysis using interchangeable dependence scorers, with AMI/pAMI support, rolling-origin benchmarking, and reproducible reporting.

caerus

Detection of favorable moments in time series data

pysdkit

A Python library for signal decomposition algorithms

timecast-nightly

Performant, composable online learning

timeeval

Evaluation Tool for Anomaly Detection Algorithms on Time Series

timemachines

Evaluation and standardization of autonomous time series prediction

fabba

An efficient symbolic time series approximation with ABBA.

utime

U-Time: A Fully Convolutional Network for Time Series Segmentation