Arrow |
A sensible, human-friendly approach to creating, manipulating, formatting and converting dates, times, and timestamps |
cesium |
Time series platform with feature extraction aiming for non uniformly sampled signals |
GENDIS |
Shapelet discovery by genetic algorithms |
fecon235 |
Computational tools for financial economics |
ffn |
financial function library |
flint |
A Time Series Library for Apache Spark |
hctsa |
Matlab based feature extraction which can be controlled from python |
khiva-python |
A Time Series library with accelerated analytics on GPUS, it provides feature extraction and motif discovery among other functionalities. |
Nitime |
Timeseries analysis for neuroscience data |
Pastas |
Timeseries analysis for hydrological data |
prophet |
Time series forecasting for time series data that has multiple seasonality with linear or non-linear growth |
pyDSE |
ARMA models for Dynamic System Estimation |
PyFlux |
Classical time series forecasting models |
pyramid |
port of R's auto.arima method to Python |
pyts |
Contains time series preprocessing, transformation as well as classification techniques |
seglearn |
Extends the scikit-learn pipeline concept to sequence data |
statsmodels |
Contains a submodule for classical time series models and hypothesis tests |
stumpy |
Calculates matrix profile for time series subsequence all-pairs-similarity-search |
TensorFlow-Time-Series-Examples |
Time Series Prediction with tf.contrib.timeseries |
tensorflow_probability.sts |
Bayesian Structural Time Series model in Tensorflow Probability |
Traces |
A library for unevenly-spaced time series analysis |
ta-lib |
Calculate technical indicators for financial time series (python wrapper around TA-Lib) |
ta |
Calculate technical indicators for financial time series |
tsfresh |
Extracts and filters features from time series, allowing supervised classificators and regressor to be applied to time series data |
tslearn |
Direct time series classifiers and regressors |
tspreprocess |
Preprocess time series (resampling, denoising etc.), still WIP |