Open-source alternatives to Rocket

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

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

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

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

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

Prophet is a time series forecasting library and decomposition tool that uses an additive regression model to predict future values. It functions as an uncertainty estimation tool, calculating confidence intervals and error metrics to quantify the risk associated with future predictions. The project is distinguished by its ability to incorporate human-interpretable parameters for model tuning and its use of Bayesian inference for parameter estimation. It supports the integration of external regressors and special event modeling to account for the impact of holidays and specific dates on forec

An intuitive library to extract features from time series.

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

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

Time-aware tibbles

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

PlotJuggler is an interactive time series visualization tool that loads, streams, and renders large datasets using hardware-accelerated OpenGL graphics. It functions as a multi-format data loader, supporting file formats such as CSV, ULog, and ROS bags, and also serves as a live data stream viewer that subscribes to real-time sources via MQTT, WebSockets, ZeroMQ, and UDP. The tool distinguishes itself through a plugin-based extensibility platform that allows users to add custom data sources, file formats, and processing capabilities. It includes a Lua scripting engine for creating custom data

Kats is a time series analysis framework and library providing tools for statistical characterization, anomaly detection, and trend forecasting. It functions as a toolkit for predicting future values based on historical data and identifying irregular patterns or structural change points within temporal sequences. The project includes a temporal feature extraction tool to calculate descriptive statistics and characteristics that summarize time series behavior. It also provides a system for model hyperparameter tuning using self-supervised learning to improve the scale and generalization of pre

The Tidymodels Extension for GARCH models

Run predictions inside the database

GluonTS is a framework for probabilistic time series forecasting, designed to predict future values as probability distributions with confidence intervals. It supports both traditional model training and zero-shot forecasting, where pretrained models generate predictions for new series without additional training. The project distinguishes itself by integrating a wide variety of forecasting approaches into a unified workflow. This includes deep learning architectures such as recurrent neural networks and causal convolutions, as well as the integration of external statistical models, the Proph

A Julia library that defines TimeFrame (essentially for resampling TimeSeries)

A Python toolkit for rule-based/unsupervised anomaly detection in time series

Univariate GARCH models in R

Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.

Automatic discovery of non-trivial statistical truths from 500+ public time series — mutual information, Granger causality, FDR correction