Python Libraries for Time Series Forecasting
- 01. sktime provides an easy-to-use, flexible and modular open-source framework for a wide range of time series machine learning tasks.
- 02. GluonTS - Probabilistic Time Series Modeling in Python
- 03. PyTorch Forecasting aims to ease state-of-the-art timeseries forecasting with neural networks for both real-world cases and research alike.
- 04. Darts is a Python library for user-friendly forecasting and anomaly detection on time series.
- 05. statsmodels is a Python module that provides classes and functions for the estimation of many different statistical models, as well as for conducting statistical tests, and statistical data exploration.