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This curated list contains python packages for time series analysis

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sunsetcoder/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 aiming for non uniformly sampled signals
GENDISShapelet discovery by genetic algorithms
fecon235Computational tools for financial economics
ffnfinancial function library
flintA Time Series Library for Apache Spark
hctsaMatlab based feature extraction which can be controlled from python
khiva-pythonA Time Series library with accelerated analytics on GPUS, it provides feature extraction and motif discovery among other functionalities.
NitimeTimeseries analysis for neuroscience data
PastasTimeseries analysis for hydrological 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
pyramidport of R's auto.arima method to Python
seglearnExtends the scikit-learn pipeline concept to sequence data
statsmodelsContains 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
ta-libCalculate technical indicators for financial time series (python wrapper around TA-Lib)
taCalculate technical indicators for financial time series
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
WTTE-RNNTime to Event forecast by RNN based Weibull density estimation

Data sets

Project NameDescription
awesome-public-datasetsThis huge list of public datasets also has a section on time series datasets
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
automl_serviceFully automated time series classification pipeline, deployed as a web service
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

Discussion

We would like to trigger a homogenization of the formats which are used in the python time series community, please see theconcept page

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This curated list contains python packages for time series analysis

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