Python Libraries for Time Series Analysis
- 01. sktime provides an easy-to-use, flexible and modular open-source framework for a wide range of time series machine learning tasks.
- 02. Pmdarima is a statistical library designed to fill the void in Python's time series analysis capabilities
- 03. tsfresh is a python package. It automatically calculates a large number of time series characteristics, the so called features.
- 04. Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects
- 05. StatsForecast offers a collection of widely used univariate time series forecasting models, including automatic ARIMA and ETS modeling optimized for high performance using numba
- 06. PyCaret is an open-source, low-code machine learning library in Python that automates machine learning workflows.