Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

TimesFM (Time Series Foundation Model) is a pretrained time-series foundation model developed by Google Research for time-series forecasting.

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

Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

Probabilistic time series modeling in Python

Chronos: Pretrained Models for Time Series Forecasting

Time series forecasting with PyTorch

TimeGPT-1: production ready pre-trained Time Series Foundation Model for forecasting and anomaly detection. Generative pretrained transformer for time series trained on over 100B data points. It's capable of accurately predicting various domains such as retail, electricity, finance, and IoT with just a few lines of code 🚀.

This repository contains a reading list of papers on Time Series Forecasting/Prediction (TSF) and Spatio-Temporal Forecasting/Prediction (STF). These papers are mainly categorized according to the type of model.

A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.

List of papers, code and experiments using deep learning for time series forecasting

[ICLR 2024] Official implementation of " 🦙 Time-LLM: Time Series Forecasting by Reprogramming Large Language Models"

An offical implementation of PatchTST: "A Time Series is Worth 64 Words: Long-term Forecasting with Transformers." (ICLR 2023) https://arxiv.org/abs/2211.14730

Jupyter Notebook tutorials on solving real-world problems with Machine Learning & Deep Learning using PyTorch. Topics: Face detection with Detectron 2, Time Series anomaly detection with LSTM Autoencoders, Object Detection with YOLO v5, Build your first Neural Network, Time Series forecasting for Coronavirus daily cases, Sentiment Analysis with BER

[AAAI-23 Oral] Official implementation of the paper "Are Transformers Effective for Time Series Forecasting?"

Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).

Official implementation for "iTransformer: Inverted Transformers Are Effective for Time Series Forecasting" (ICLR 2024 Spotlight)

A Python toolkit/library for reality-centric machine/deep learning and data mining on partially-observed time series, including SOTA neural network models for scientific analysis tasks of imputation/classification/clustering/forecasting/anomaly detection/cleaning on incomplete industrial (irregularly-sampled) multivariate TS with NaN missing values

[ICLR 2024] Official implementation of "TimeMixer: Decomposable Multiscale Mixing for Time Series Forecasting"

A Fair and Scalable Time Series Forecasting Benchmark and Toolkit.

[PVLDB 2024 Best Paper Nomination] TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

Lag-Llama: Towards Foundation Models for Probabilistic Time Series Forecasting

Time series forecasting with machine learning models

Unified Training of Universal Time Series Forecasting Transformers

Automated Time Series Forecasting

PyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

Scalable machine 🤖 learning for time series forecasting.

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

Forecasting Functions for Time Series and Linear Models