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This curated list contains python packages for time series analysis

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noobcoder2/awesome_time_series_in_python

 
 

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The python ecosystem contains different packages that can be used to process time series.

The following list is by no means exhaustive, feel free to submit a pr if you miss something.

Machine learning, statistics, analytics

Libraries

Project NameDescription
ArrowA sensible, human-friendly approach to creating, manipulating, formatting and converting dates, times, and timestamps
cesiumTime series platform with feature extraction aming for non uniformly sampled signals
fecon235Computational tools for financial economics
hctsaMatlab based feature extraction which can be controlled from python
NitimeTimeseries analysis for neuroscience data
prophetTime series forecasting for time series data that has multiple seasonality with linear or non-linear growth
pyDSEARMA models for Dynamic System Estimation
PyFluxClassical time series forecasting models
statsmodelsEconometrics package has a submodule for classical time series models and hypothesis tests
TensorFlow-Time-Series-ExamplesTime Series Prediction with tf.contrib.timeseries
TracesA library for unevenly-spaced time series analysis
tsfreshExtracts and filters features from time series, allowing supervised classificators and regressor to be applied to time series data
tslearnDirect time series classifiers and regressors
tspreprocessPreprocess time series (resampling, denoising etc.), still WIP

Examples or singular models

Project NameDescription
LSTM-Neural-Network-for-Time-Series-PredictionLSTM based forecasting model
LSTM_tscAn LSTM based time-series classification neural network
shapelets-pythonShapelet Classifier based on a multi layer neural network
UCR_Time_Series_Classification_Deep_Learning_BaselineFully Convolutional Neural Networks for state-of-the-art time series classification

Data sets

Project NameDescription
ecmwf_modelsReaders and converters for climate reanalysis data
pandas-datareaderPulls financial data from different sources (e.g. yahoo, google, Quandl)

Databases, frameworks

Project NameDescription
articHigh performance datastore for time series and tick data
cesiumTime series platform with feature extraction aming for non uniformly sampled signals
thunderscalable analysis of image and time series data in python based on spark
whisperFile-based time-series database format

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This curated list contains python packages for time series analysis

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