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forecasting-models

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Alro10 /deep-learning-time-series

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

deep-neural-networks deep-learning time-series tensorflow prediction python3 pytorch recurrent-neural-networks lstm series-analysis forecasting-models lstm-neural-networks demand-forecasting series-forecasting sales-forecasting time-series-classification time-series-prediction time-series-forecasting series-classification forecasting-competitions

UpdatedMar 16, 2024
Jupyter Notebook

pmdarima

alkaline-ml /pmdarima

A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

python machine-learning time-series econometrics forecasting arima forecasting-models sarimax pmdarima

UpdatedNov 17, 2025
Python

Nixtla /hierarchicalforecast

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

python statistics timeseries time-series reconciliation econometrics forecasting hierarchical mint forecasting-models topdown coherent probabilistic-models erm baselines time-series-forecasting bottomup middleout hierarchical-forecast permbu

UpdatedFeb 18, 2026
Python

business-science /timetk

Time series analysis in the `tidyverse`

machine-learning data-mining time timeseries time-series dplyr tidyverse forecast forecasting tidy coercion r-package forecasting-models tibble tidyquant coercion-functions series-decomposition series-signature

UpdatedAug 29, 2025
R

firmai /atspy

AtsPy: Automated Time Series Models in Python (by@firmai)

python finance time-series forecasting automated forecasting-models time-series-analysis

UpdatedNov 21, 2022
Python

artefactory /streamlit_prophet

Streamlit app to train, evaluate and optimize a Prophet forecasting model.

python machine-learning time-series forecasting prophet forecasting-models fbprophet streamlit streamlit-webapp

UpdatedMay 6, 2024
Python

openclimatefix /graph_weather

Graph-based weather forecasting models. Originally, PyTorch implementation of Ryan Keisler's 2022 "Forecasting Global Weather with Graph Neural Networks" paper (https://arxiv.org/abs/2202.07575)

weather pytorch forecasting-models graph-neural-networks

UpdatedFeb 16, 2026
Python

pyFTS

PYFTS /pyFTS

An open source library for Fuzzy Time Series in Python

python data-science time-series series fuzzy-rules econometrics forecasting interval fts fuzzy-sets forecasting-models time-series-analysis time-series-forecasting fuzzy-systems fuzzy-time-series probabilistic-forecasting series-models fuzzy-sets-syst

UpdatedAug 2, 2024
Python

KasperGroesLudvigsen /influenza_transformer

PyTorch implementation of Transformer model used in "Deep Transformer Models for Time Series Forecasting: The Influenza Prevalence Case"

deep-learning time-series transformers pytorch neural-networks forecasting sequence-to-sequence forecasting-models time-series-forecasting

UpdatedOct 18, 2022
Python

GIS4WRF /gis4wrf

QGIS toolkit 🧰 for pre- and post-processing 🔨, visualizing 🔍, and running simulations 💻 in the Weather Research and Forecasting (WRF) model 🌀

python weather simulation gis urban-planning air-quality netcdf qgis-plugin scientific-computing meteorology atmospheric-modelling grib plotting scientific-computations wps atmospheric-science academia forecasting-models nwp wrf

UpdatedFeb 13, 2023
Python

business-science /sweep

Extending broom for time series forecasting

time timeseries time-series tidyverse prediction forecast broom tidy r-package forecasting-models

UpdatedAug 28, 2025
R

DC-research /TEMPO

The official code for "TEMPO: Prompt-based Generative Pre-trained Transformer for Time Series Forecasting (ICLR 2024)". TEMPO is one of the very first open source Time Series Foundation Models for forecasting task v1.0 version.

time-series transformers transformer forecasting gpt pretrained-models forecasting-models time-series-analysis pretrained-language-model forecasting-time-series transformers-models foundation-models

UpdatedFeb 23, 2025
Python

ajayarunachalam /Deep_XF

Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.

python machine-learning deep-neural-networks timeseries deep-learning time-series forecasting multivariate ecg-signal sensors forecasting-models time-series-analysis auto-ml interpretable-ai explainable-ml siamese-neural-network auto-timeseries nowcasting-models

UpdatedDec 8, 2022
Jupyter Notebook

MSGARCH

keblu /MSGARCH

MSGARCH R Package

finance r time-series arch risk econometrics forecasting variance volatility garch forecasting-models gjr-garch egarch tgarch

UpdatedDec 5, 2022
R

quantsense /TimeSeries_Notebooks_Collections

Jupyter Notebooks Collection for Learning Time Series Models

python finance machine-learning timeseries time-series trading tutorials forecasting quant quantitative-finance arima algorithmic-trading quantitative-trading forecasting-models tutorial-code arima-model timeseries-analysis notebook-jupyter sarima forecasting-algorithm

UpdatedNov 3, 2019
Jupyter Notebook

shellshock1911 /Sky-Cast-Capstone

Sky Cast: A Comparison of Modern Techniques for Forecasting Time Series

aviation machine-learning deep-learning time-series recurrent-neural-networks neural-networks forecasting arima forecasting-models time-series-prediction time-series-forecasting

UpdatedJan 24, 2018
Jupyter Notebook

zachrenwick /streamlit_forecasting_app

This MVP data web app uses the Streamlit framework and Facebook's Prophet forecasting package to generate a dynamic forecast from your own data.

python machine-learning time-series forecasting forecasting-models fbprophet forecasting-model streamlit-dashboard steamlit

UpdatedJan 12, 2024
Python

ssilvacris /Finance-Projects

This repository contains several exercises in Python and R, mainly in the area of finance, financial modeling, and statistics.

python finance machine-learning statistics rstudio stock-price-prediction financial-data financial-analysis forecasting-models

UpdatedMay 26, 2021
HTML

QGoGithub /Python_ds_Research

Python based Quant Finance Models, Tools and Algorithmic Decision Making

python keras mpt lstm-model market-data simulations portfolio-optimization quantitative-finance algorithmic-trading backtesting-trading-strategies quantitative-trading forecasting-models timeseries-analysis portfolio-allocation markowitz-portfolio quant-finance-models

UpdatedNov 27, 2017
Python

asael697 /bayesforecast

Automatic forecasting and Bayesian modeling for time series with Stan

bayesian-inference stan mcmc forecasting-models time-series-analysis

UpdatedJun 5, 2025
C++

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