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pmdarima

Appears in 4 awesome lists

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

Open github.comalkaline-ml/pmdarima

Found in these lists

Awesome Data Analysis

Section: Tools · Python library for ARIMA modeling and time series analysis.

FreshScore 80

Awesome Quant

Section: Time Series Analysis · Python - A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.

FreshScore 91

Libraries and packages

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

FreshScore 86

Awesome Systematic Trading

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

FreshScore 89

statsmodels

Python module that allows users to explore data, estimate statistical models, and perform statistical tests.

In 7 listsDetails

PlotJuggler

Visualize time series (from sources such as: MQTT, Websockets, ZeroMQ, UDP, etc., supports data formats such as JSON, CBOR, BSON, Message Pack, etc.). It is a fast, powerful and intuitive cross-platform tool.

In 8 listsDetails

tsfresh

Python library for automatic extraction of relevant features from time series.

In 7 listsDetails

Facebook Prophet

Python - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

In 6 listsDetails

TimesFM (Google Research)

Pretrained time series foundation model for long-horizon forecasting across diverse scientific domains including climate variables, biomedical signals, and physical observations; decoder-only Transformer architecture with strong zero-shot generalization (19.8K+ stars, Apache 2.0, 2024-2025)

In 5 listsDetails

GluonTS

Probabilistic time series modeling with deep learning. Powers Amazon SageMaker forecasting with PyTorch and MXNet backends. Apache 2.0 licensed.

In 4 listsDetails

statsmodels

Statistical tests. linearmodels - Instrumental variable and panel data models. nomograms - Visualization for linear models, explanation (Part of rms R package) pingouin - Statistical tests. Pairwise correlation between columns of pandas DataFrame scipy.stats - Statistical tests. scikit-posthocs -…

In 3 lists

PyFlux

Python - Python library for timeseries modelling and inference (frequentist and Bayesian) on models.

In 3 lists