Timeseries Analysis Python Packages

statsmodels

Statsmodels: statistical modeling and econometrics in Python

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

pytimetk

Time series easier, faster, more fun. Pytimetk.

periodicity-detection

Detect dominant periodicity in equidistant time series

microprediction

If you can measure it, consider it predicted

kshape

Python implementation of k-Shape

openseries

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

reservoirpy

A simple and flexible code for Reservoir Computing architectures like Echo State Networks

rediz

Supporting community nowcasts at www.microprediction.org

timecast-nightly

Performant, composable online learning

numalogic-prometheus

AIOps for metrics in Prometheus

timemachines

Evaluation and standardization of autonomous time series prediction

bletl

Parsing and data analysis with BioLector microbioreactor data.

gregory

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

horaedb-client

Python client for Apache HoraeDB(incubating), a high-performance, distributed, cloud native time-series database.

gendis

Contains an implementation (sklearn API) of the algorithm proposed in "GENDIS: GEnetic DIscovery of Shapelets" and code to reproduce all experiments.

matrixprofile-ts

A Python library for detecting patterns and anomalies in massive datasets using the Matrix Profile

timeseries-cv

Time-Series Cross-Validation Module

outatime

Python framework to manage time series

timecast

Performant, composable online learning

tsforecasting

TSForecasting: Automated Time Series Forecasting Framework

pytsal

An easy to use open-source python framework for Time Series analysis, visualization and forecasting along with AutoTS

starry-process

interpretable gaussian processes for stellar light curves

timeseriesdatasets

The timeseriesdatasets package provides a comprehensive collection of time series datasets. It includes extensive data on topics such as stock market prices, climate and weather data, energy consumption, air passengers, cryptocurrency, sensor readings, sales records, and global temperature anomalies.