Open-source alternatives to Gluonts

AutoGluon is an automated machine learning framework and multimodal library designed to automate the end-to-end pipeline from data preprocessing to high-accuracy model training and validation. It functions as an automated model trainer for tabular, image, text, and time series data, as well as a tool for time series forecasting and foundation model finetuning. The project is distinguished by its ability to jointly process and fuse different data types, allowing for the construction of multimodal neural networks that integrate images, text, and structured tables. It supports zero-shot inferenc

Darts is a Python time series library designed for forecasting, anomaly detection, and the preprocessing of univariate and multivariate temporal data. It serves as a comprehensive framework for training and evaluating a wide range of statistical, machine learning, and deep learning models to predict future numerical values. The toolkit is distinguished by its support for global time series modeling, allowing a single model to be trained across multiple different series to leverage shared patterns. It also features a hierarchical time series manager to ensure consistency between aggregate and

Neuralforecast is a neural time series forecasting library designed to predict future values for one or multiple series using deep learning architectures. It functions as a distributed machine learning forecasting framework that enables the training of global models across multiple time series to improve generalization through cross-learning. The project distinguishes itself as a probabilistic forecasting toolkit that produces uncertainty intervals and probability distributions rather than single point estimates. It also includes a hierarchical forecast reconciler to ensure that predictions a

This PyTorch-based deep learning library provides a framework for analyzing and forecasting temporal data. It implements specialized architectures for time series forecasting, anomaly detection, data imputation, and classification. The project distinguishes itself through the inclusion of zero-shot inference capabilities, allowing large-scale temporal models to be evaluated on unseen datasets without requiring task-specific fine-tuning. The framework covers a broad range of analytical capabilities, including the recovery of missing values in incomplete datasets, the identification of irregul

statsforecast is a high-performance statistical time series forecasting library designed to generate point forecasts and prediction intervals. It functions as a distributed time series framework that utilizes a C-based forecasting engine and an automated model selector to identify and fit the optimal statistical model for every unique series in a dataset. The system also includes a time series anomaly detector to identify unusual data points by comparing observed values against probabilistic forecast intervals. The project is distinguished by its ability to handle massive-scale parallel forec

Neural Prophet is a PyTorch-based time series forecasting library designed for interpretable machine learning. It serves as a decomposition framework that breaks signals into constituent parts such as autoregressive effects, piecewise linear trends, and Fourier-based seasonality to predict future values. The project distinguishes itself by combining neural networks with traditional algorithms to produce forecasts that explain underlying trend drivers. It features a global time series modeling approach, allowing a single model to be trained across multiple simultaneous series to share learned

This repository is a collection of practical deep learning implementations and examples built using the TensorFlow framework. It provides a variety of neural network architectures focusing on natural language processing, recommendation systems, reinforcement learning, and time series prediction. The project features a range of specialized models, including sequence-to-sequence and transformer architectures for text processing, and factorization machines for personalized ranking and retrieval. It also includes implementations of reinforcement learning agents using actor-critic and policy gradi

Chronos-forecasting is a zero-shot time series forecasting framework based on a pretrained large language model. It enables the prediction of future values across diverse datasets without requiring task-specific training or optimization. The system functions as a probabilistic forecasting tool, producing multiple future trajectories and quantile forecasts to quantify uncertainty and potential prediction errors. It incorporates exogenous covariate integration to merge external variables and historical context into the input stream for increased precision. The project includes utilities for sy

TimesFM is a time series foundation model designed to generalize across diverse temporal datasets for forecasting and anomaly detection. It functions as a pretrained model for predicting future values in univariate time series data, eliminating the need for manual training from scratch. The project includes a framework for adapting pretrained weights to specific datasets using low-rank adaptation to improve accuracy. It also provides specialized capabilities for integrating time-series predictions as tools within autonomous AI agent architectures and automated workflows. The system supports

Apache IoTDB is a time-series database designed for the Internet of Things, purpose-built to ingest high-volume data from millions of low-power devices and store timestamp-value pairs with configurable data types and encoding schemes. It organizes time series data and device metadata in a tree-like hierarchy, enabling efficient management of complex industrial sensor networks. The database supports rich querying capabilities, including time-aligned data retrieval across multiple devices, time-based aggregation like downsampling, and frequency-domain signal analysis. It provides high-throughpu

tsai is a deep learning library for time series classification, regression, and forecasting. Built on PyTorch and fastai, it provides a framework for assigning labels to sequential data, predicting future values in univariate or multivariate sequences, and training representations on unlabeled data through self-supervised learning. The library distinguishes itself with specialized temporal engineering and scaling capabilities. It includes tools for cyclical temporal encoding to capture seasonal patterns and online window slicing to process datasets larger than available memory. It also suppor

This project is a suite of machine learning and statistical tools designed for stock price prediction, financial time series forecasting, and the execution of algorithmic trading strategies. It provides a collection of deep learning and statistical models used to forecast asset prices and market trends. The system includes a market scenario simulator that uses Monte Carlo sampling to generate potential price paths and estimate financial risk. It further features a portfolio optimization tool for calculating asset distributions to maximize returns based on historical volatility, as well as a m

Lag-llama is a probabilistic machine learning foundation model designed for time series forecasting. It generates predictive distributions and uncertainty bounds for sequential data across arbitrary frequencies by leveraging pre-trained foundational weights. The system supports zero-shot transfer inference, allowing it to predict future values on entirely new and unseen datasets without requiring prior retraining. It achieves this by combining generalized representations from foundational training with adjustable context lengths, where historical context lengths and lagged feature values feed

sktime is a machine learning framework designed for time series analysis. It provides a unified interface for performing time series forecasting, classification, and anomaly detection, integrating these capabilities into a standardized toolkit compatible with the scikit-learn API. The framework allows for the construction of complex analysis workflows through model pipelining and ensemble-based aggregation. It uses adapter-based integration to wrap external time series libraries, providing a single entry point for diverse algorithmic implementations. Its capabilities cover temporal data tran

This project is a time series forecasting model implemented in Python and Keras. It is a deep learning system designed to predict future values in sequential datasets by training long short-term memory neural networks on historical numerical data. The implementation focuses on sequential data analysis, specifically applying these models to financial market prediction to forecast price movements and trends. The architecture covers data preprocessing through min-max feature scaling and sliding-window transformations. It utilizes recurrent neural network cells with gating mechanisms for long-te

AutoGluon is an automated machine learning framework designed to optimize model selection and hyperparameter tuning across tabular, text, image, and time series data. It functions as an ensemble learning library and a tabular data prediction engine, aiming to build high-accuracy predictive models without manual algorithm selection. The framework integrates multimodal machine learning pipelines that combine disparate data types into a single representation using specialized encoders. It also includes a probabilistic time series forecaster that fits multiple statistical and deep learning models

Practical PyTorch is a collection of deep learning tutorials and guides focused on implementing recurrent neural networks. The project provides practical code for building sequence models and sequence-to-sequence architectures using the PyTorch framework. The repository covers the implementation of models for neural machine translation, character-level text generation, and text classification. It includes examples for transforming input sequences into output sequences for machine translation and synthesizing new text. The project also extends to sequence data prediction and time series analy

sktime is a machine learning framework for time series analysis. It provides a unified toolkit for implementing time series classification, forecasting, and anomaly detection using standardized machine learning interfaces. The library serves as a collection of tools for assigning categorical labels to temporal sequences, predicting future values based on historical patterns, and identifying outliers or unusual patterns within temporal data. The framework includes capabilities for panel-data handling and pipeline-based transformations. It utilizes a unified API wrapper and plugin-based model

OpenTSDB is a distributed time series database and metrics engine designed for storing and managing massive volumes of high-cardinality system metrics. It functions as a data store and analytics platform that enables large-scale metric ingestion and infrastructure performance monitoring across a distributed cluster. The system distinguishes itself through a distributed storage abstraction that supports multiple backends such as HBase, Cassandra, and Google Bigtable. It utilizes a hierarchical metric tree to organize time series and employs numeric identifier indexing to reduce storage footpri

Brain.js is a JavaScript neural network library for building, training, and running machine learning models in the browser or Node.js. It provides implementations for several network types, including feedforward networks, recurrent neural networks for time series forecasting, and autoencoders for data compression and denoising. The library features WebGL-based GPU acceleration to increase the speed of neural network computations on the graphics processor. It also includes a visualization tool that generates SVG images to represent the topology and layers of a feedforward network. The framewo

River is a Python framework for online machine learning, designed to train and evaluate models on streaming data. It enables incremental learning by updating model parameters one observation at a time, eliminating the need to store full training datasets in memory. The library distinguishes itself through a dedicated concept drift detection system that monitors changes in data distributions to trigger model adaptation. It also provides a progressive validation framework that simulates real-time deployment by testing models on samples before using them for training. The system covers a broad

This project is a numerical computing library designed for scientific and engineering mathematical operations. It functions as a comprehensive linear algebra framework, a statistical analysis library, and a toolkit for mathematical optimization and numerical integration. The library is distinguished by its provider-based native acceleration, which allows managed code to be swapped for platform-native binary libraries to increase the performance of computationally intensive routines. It also supports a hybrid approach to matrix storage, implementing separate strategies for dense and sparse mat

PyMC is a Bayesian probabilistic programming framework used for building probabilistic models and performing Bayesian inference. It provides a probabilistic graphical model library for specifying random variables, priors, and likelihood functions, supported by an MCMC sampling engine and variational inference tools to estimate posterior distributions. The framework features a GPU-accelerated inference backend that compiles models into machine code to increase execution speed. It utilizes a backend-agnostic tensor execution model and just-in-time graph compilation to optimize the computation o

This project is a deep learning tutorial series and educational curriculum designed to teach PyTorch fundamentals. It serves as a structured training guide for mastering neural network architecture, automatic differentiation, and the use of tensors and dynamic computation graphs. The curriculum focuses on practical implementations, specifically guiding the development of recommendation systems, advertising models, and interest networks to predict user preferences. It also provides instructional content for time series forecasting and processing sequential data. The material covers a broad ra

Nixtla is a time series analysis platform centered on a transformer-based foundation model. It provides zero-shot inference for forecasting and anomaly detection, allowing the system to predict future values for new time series without requiring model retraining. The project is designed for large-scale analysis, using distributed inference scaling and forecast parallelization to process millions of data series. It supports fine-tuning adaptation to adjust pretrained weights for domain-specific datasets and offers deployment options ranging from local execution and private containers to integr

This project is a comprehensive collection of practical code examples and implementation libraries for machine learning. It provides a wide array of reference materials for building supervised, unsupervised, and reinforcement learning algorithms. The repository serves as a multi-domain resource, featuring specific implementation suites for financial AI, Bayesian statistical modeling, and deep learning architectures. It includes a framework for training intelligent agents using policy gradients and actor-critic models, as well as practical guides for fine-tuning transformers and utilizing larg

DeepLearningZeroToAll is a comprehensive educational resource and implementation collection focused on deep learning and machine learning. It provides a structured learning path using TensorFlow to move from foundational linear models to complex neural network architectures. The project is distinguished by its practical implementations of various network types, including multilayer perceptrons for logic problems, convolutional neural networks for spatial data and image recognition, and recurrent neural networks using LSTM cells for time-series forecasting and character sequence prediction. It