- sktime Provides an easy-to-use, flexible, and modular open-source framework for a wide range of time series machine learning tasks.
- GluonTS Probabilistic time series modeling in Python.
- PyTorch Forecasting Aims to ease state-of-the-art time series forecasting with neural networks for both real-world cases and research alike.
- Darts A Python library for user-friendly forecasting and anomaly detection on time series.
- statsmodels 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.
Python Libraries for Time Series Forecasting
A curated directory of Python libraries for advanced time series forecasting — covering machine learning frameworks, probabilistic modeling, neural network forecasting, anomaly detection, and statistical analysis.