Awesome GitHub RepositoriesTime Series Manipulation

TimescaleDB is an open-source PostgreSQL extension that adds native time-series capabilities to the database. At its core, it transforms standard PostgreSQL tables into hypertables—automatically partitioned by time intervals—so data is stored in fixed-size chunks without manual sharding. The extension includes a library of over 200 built-in SQL functions purpose-built for time-series workloads, such as time bucketing, gap filling, percentile estimation, and time-weighted averages. What distinguishes TimescaleDB from generic PostgreSQL is its set of integrated time-series features that work th

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

This project is an educational resource and a collection of instructional materials for performing data manipulation and statistical analysis using Python. It provides a comprehensive set of guides and code examples for using the Pandas, NumPy, and Matplotlib libraries to analyze structured data. The resource includes a dedicated guide for reshaping, cleaning, and aggregating tabular data and time series via Pandas, alongside a reference for high-performance vectorized operations and linear algebra using NumPy. It also features tutorials for creating publication-quality charts, distribution p

GreptimeDB is a distributed, open-source time-series database built for unified observability. It stores and queries metrics, logs, and traces together in a single columnar engine, supporting both SQL and PromQL for analysis. The database is designed as a Kubernetes-native operator with a decoupled compute and storage architecture, enabling horizontal scaling and multi-region deployment. What distinguishes GreptimeDB is its role as a multi-protocol ingestion gateway, accepting data through OpenTelemetry, Prometheus Remote Write, InfluxDB, Loki, Elasticsearch, Kafka, and MQTT protocols without

Cortex is an open-source, horizontally scalable metrics platform that ingests, stores, and queries Prometheus-compatible time-series data with multi-tenant isolation. It accepts metrics via Prometheus remote write and OpenTelemetry, executes PromQL queries against both recent and historical data, and provides a Prometheus-compatible alerting and recording rule engine with an integrated Alertmanager. The system is built as a set of independently scalable microservices that use hash-ring-based sharding, gossip-based cluster membership, and tenant-aware object storage to distribute workloads acro

GluonTS 是一个概率时间序列库和深度学习预测框架。它提供了一套工具包，用于构建、训练和评估神经网络架构，通过将未来值预测为概率分布来量化不确定性。 该项目的独特之处在于支持零样本（zero-shot）预测，并集成了多种建模方法，包括深度概率神经网络以及对 Prophet 和 R forecast 等外部统计库的封装。它实现了因果卷积和可逆残差网络等专门的架构原语，以防止信息泄露并将潜在表示映射为有效的概率分布。 该框架涵盖了全面的数据工程功能，包括时间序列缩放、双射变换和分层建模。它利用 Apache Arrow 和 Parquet 进行高性能数据集流式传输和随机访问管理。在模型评估方面，它包含一套评估套件，使用分位数损失（quantile loss）和连续排名概率分数（CRPS）等指标来衡量预测准确性和概率覆盖率。 该库支持通过集成 Amazon SageMaker 进行模型部署。

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

OpenTSDB 是一个分布式时间序列数据库和指标引擎，专为存储和管理海量高基数系统指标而设计。它作为一个数据存储和分析平台，支持跨分布式集群的大规模指标摄取和基础设施性能监控。 该系统以其支持 HBase、Cassandra 和 Google Bigtable 等多个后端的分布式存储抽象而著称。它利用分层指标树来组织时间序列，并采用数字标识符索引来减少存储占用并加速标记指标的查找。 该项目涵盖了广泛的能力领域，包括具有分布式百分位数计算和降采样功能的时间序列数据分析，以及全面的元数据管理。它提供用于数据摄取和查询的 API 集成、用于性能优化的堆外缓存，以及用于数据完整性审计和异常分析的工具。 该系统通过用于数据库管理和指标树同步的命令行界面进行管理。

Python speech features is a signal processing toolkit and library for extracting standard speech recognition features from raw audio signals. It provides computational capabilities to calculate mel-frequency cepstral coefficients, raw and log filterbank energies, and spectral subband centroids for automated speech recognition systems and acoustic analysis. The library implements audio signal transformations including pre-emphasis filtering, overlapping windowed frame segmentation, Fast Fourier Transform spectral analysis, mel-filterbank projection with configurable filter weights and frequenc