Time Series Python Packages

gluonts

Probabilistic time series modeling in Python

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.

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

pyod

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

statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.

autogluon-core

Fast and Accurate ML in 3 Lines of Code

sktime

A unified framework for machine learning with time series

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

autogluon

Fast and Accurate ML in 3 Lines of Code

mlforecast

Scalable machine 🤖 learning for time series forecasting.

chronos-forecasting

Chronos: Pretrained Models for Time Series Forecasting

arch

ARCH models in Python

autogluon-timeseries

Fast and Accurate ML in 3 Lines of Code

autogluon-multimodal

Fast and Accurate ML in 3 Lines of Code

tsdownsample

High-performance time series downsampling algorithms for visualization

plotly-resampler

Visualize large time series data with plotly.py

adtk

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

darts

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

tsfresh

Automatic extraction of relevant features from time series:

vectorbt

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

tslearn

The machine learning toolkit for time series analysis in Python

hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.