Time-Series Forecasting Machine Learning

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

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

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

A fast library for AutoML and tuning. Join our Discord: https://discord.gg/Cppx2vSPVP.

Prophet is a predictive analytics framework and time series regression library designed for forecasting future values. It uses additive models to fit non-linear growth and periodic seasonal patterns, providing tools for producing forecasts with integrated error measurement. The project handles multiple seasonalities and holiday effects to improve accuracy for periodic data. It supports the integration of external regressors and manages data irregularities, such as missing data and outliers, to maintain prediction stability. The framework covers a broad range of analysis capabilities, includi

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

PyTorch Forecasting is a deep learning framework designed for building and training neural network architectures specifically for time series forecasting. It serves as a comprehensive toolkit for implementing autoregressive models, multi-horizon forecasting, and probabilistic prediction intervals using PyTorch tensors. The library distinguishes itself through a probabilistic forecasting toolkit that generates prediction intervals and quantile forecasts using both parametric and non-parametric distributions. It further provides a neural network model optimizer for automated hyperparameter tuni

tsfresh is an automated feature engineering tool and library designed to extract statistical characteristics from raw time series data. It transforms sequential data into tabular datasets, converting time series into a flat format where each row represents a unique entity and columns represent extracted features. The project distinguishes itself through a parallel data processing framework that distributes heavy computational workloads across multiple CPU cores. It also implements hypothesis-based feature selection to identify the most predictive characteristics and filter out irrelevant ones

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

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

EvalML is an AutoML library written in python.

Scikit-learn is a machine learning library for predictive data analysis that provides a collection of algorithms for supervised and unsupervised learning. It functions as a comprehensive toolkit for data preprocessing, dimensionality reduction, and model selection, allowing users to classify data objects, predict continuous values, and cluster similar items based on historical patterns. The project is defined by a unified interface design where objects either learn from data, transform data, or chain these operations into sequential workflows. To ensure performance on large or high-dimensiona

TPOT is a Python automated machine learning tool and pipeline framework. It automatically searches, selects, and tunes machine learning algorithms and hyperparameters to identify the most effective model architecture. The system utilizes genetic programming to optimize these pipelines through evolutionary algorithms. To accelerate the search process, it functions as a multi-core evaluator that runs parallel training workflows across multiple processor cores. The framework supports the definition of custom objective functions to optimize pipelines based on specific performance metrics.

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

PyCaret is a Python AutoML platform and MLOps lifecycle manager designed to automate machine learning workflows. It functions as a low-code environment that leverages a scikit-learn native engine to execute preprocessing, training, and evaluation for tabular data. The platform distinguishes itself as an LLM-powered ML copilot, using large language model agents to analyze datasets, design experiment configurations, and explain model results. It also serves as a Kubernetes ML orchestrator and model registry, enabling the versioning of trained pipelines and their promotion to production API endp

Ludwig is a multimodal machine learning platform and low-code framework designed for building, training, and deploying neural networks. It enables the construction of models that process text, images, audio, and tabular data through a unified interface using declarative configuration files rather than custom code. The system features a specialized low-code framework for large language models, supporting supervised fine-tuning, preference alignment, and a constrained decoding tool to force structured data output via logit extraction. It also includes an automated model architecture search to i

Kronos is a financial time-series forecasting framework and quantitative trading strategy simulator. It functions as a research environment designed to analyze historical market data, train predictive models, and evaluate the performance of automated trading signals. The platform distinguishes itself through its deep learning sequence predictors and probabilistic market modeling tools. By utilizing sequence-based architectures and statistical sampling, the system generates multiple potential price trajectories and volatility estimates to quantify uncertainty. It also supports transfer learnin

Statsmodels is a comprehensive Python library designed for statistical modeling, econometric research, and data analysis. It provides a robust framework for estimating and diagnosing a wide range of statistical models, enabling users to perform rigorous hypothesis testing, regression analysis, and complex data exploration within structured environments. The library distinguishes itself through its support for advanced statistical methodologies, including state space representation for dynamic systems and generalized linear frameworks that accommodate non-normal response variables. It offers s

AutoKeras is an automated machine learning framework and Keras AutoML library designed to discover the most effective deep learning model structures for a given dataset. It functions as a tool for deep learning architecture search, eliminating manual hyperparameter tuning by automatically searching for and optimizing neural network architectures. The framework provides capabilities for benchmarking and refining neural network designs to maximize performance. It includes a system for containerized machine learning deployment, allowing environments to be packaged into containers to ensure consi

This is a scikit-learn automated machine learning framework designed to optimize model selection and hyperparameters. It functions as an automated model selector and hyperparameter optimization tool for classification and regression tasks, utilizing an automated ensemble builder to combine high-performing models for increased predictive accuracy. The system features a distributed search engine that uses Dask for parallel machine learning optimization across CPU cores or clusters. It implements a budget-based evaluation strategy through successive halving to prioritize promising model configur

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