forecasting

bashtage/arch

+50

ARCH models in Python

statsmodels

+25

Statsmodels: statistical modeling and econometrics in Python

chronos-forecasting

+28

Chronos: Pretrained Models for Time Series Forecasting

statsforecast

+11

Lightning ⚡️ fast forecasting with statistical and econometric models.

meta/prophet

+13

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

aeon

+8

A toolkit for time series machine learning and deep learning

mlforecast

+8

Scalable machine 🤖 learning for time series forecasting.

neuralforecast

+7

Scalable and user friendly neural :brain: forecasting algorithms.

sktime/sktime

+6

A unified framework for machine learning with time series