awesome-time-series
Resources for working with time series and sequence data
https://github.com/lmmentel/awesome-time-series
Last synced: 4 days ago
JSON representation
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🗄️ Databases
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MATLAB
- opendTSDB
- prometheus - source systems monitoring and alerting toolkit originally built at [SoundCloud](https://soundcloud.com).
- SiriDB - scalable, robust and super fast time series database.
- atlas - memory dimensional time series database from Netflix.
- QuestDB
- cassandra
- ClickHouse - source, high performance columnar OLAP database management system for real-time analytics using SQL.
- druid - time analytics database.
- InfluxDB - dashboards, queries, tasks and agents all in one place.
- KairosDB
- TimeScaleDB - source relational database with support for time-series data.
- cratedb
- cratedb
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Managed database services
- Amazon Timestream
- Azure Database for PostgreSQL
- InfluxDB Cloud - time monitoring platform, dashboarding engine, analytics service and event and metrics processor.
- TDengine Cloud
- Azure time series insights
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📦 Packages
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Python
- aeon
- alibi-detect
- AutoTS - accuracy forecasts at scale.
- Auto_TS
- cesium - Source Platform for Time Series Inference.
- darts
- deeptime
- dtw-python
- etna - to-use time series forecasting framework.
- fost - use tool for spatial-temporal forecasting.
- functime - series machine learning and embeddings at scale.
- gordo
- greykite
- hmmlearn - learn` like API.
- HyperTS - Pipeline Automated Time Series (AutoTS) Analysis Toolkit.
- libmaxdiv - temporal time-series.
- lifelines
- luminaire
- mass-ts - sequences under z-normalized Euclidean distance for similarity.
- matrixprofile
- Merlion - to-end machine learning framework that includes loading and transforming data, building and training models, post-processing model outputs, and evaluating model performance.
- neuralforecast
- nixtla
- orbit - oriented design and probabilistic models under the hood from Uber.
- pastas - source Python framework for the analysis of hydrological time series.
- pmdarima
- prophet - linear growth.
- pyaf
- PyDLM
- PyFlux
- pyFTS
- Pyod
- PyPOTS - observed time series (A.K.A. irregularly-sampled time series), supporting tasks of forecasting/imputation/classification/clustering on incomplete multivariate time series with missing values.
- pyspi
- rrcf
- scalecast
- similarity_measures
- statsforecast
- stumpy
- TICC
- tick - dependent modelling.
- timemachines - series forecasting.
- TimeSeers
- TimesFM - series foundation model developed by Google Research for time-series forecasting.
- tods - series Outlier Detection System.
- torchtime
- tscv - Validation - an extension for scikit-learn.
- tsflex
- tslearn
- tslumen
- tsmoothie - series smoothing and outlier detection in a vectorized way.
- astral
- Arrow - A Python library that offers a sensible and human-friendly approach to creating, manipulating, formatting and converting dates, times and timestamps.
- Chronyk - A Python 3 library for parsing human-written times and dates.
- dateutil - Extensions to the standard Python [datetime](https://docs.python.org/3/library/datetime.html) module.
- moment - A Python library for dealing with dates/times. Inspired by [Moment.js](http://momentjs.com/).
- Pendulum - Python datetimes made easy.
- PyTime - An easy-to-use Python module which aims to operate date/time/datetime by string.
- when.py - Providing user-friendly functions to help perform common date and time actions.
- AntroPy - efficient algorithms for computing the entropy and complexity of time-series.
- catch22 - series CHaracteristics, 22 high-performing time-series features in C, Python and Julia.
- featuretools
- temporian - source Python library for preprocessing ⚡ and feature engineering 🛠 temporal data 📈 for machine learning applications 🤖
- tsfeatures
- tsfel
- tsfresh
- bayesian_changepoint_detection
- changepy
- RBEAST - Point Detection and Time Series Decomposition.
- ruptures - line change point detection. This package provides methods for the analysis and segmentation of non-stationary signals.
- TCPDBench
- DeepEcho - type, multivariate time series.
- deltapy
- time_series_augmentation
- TimeSynth
- tsaug
- tsgm
- matplotlib
- plotly - quality graphs.
- timeseries-elo-ratings - elo-ratings/html_leaderboards/overall.html).
- m6 - Competition](https://mofc.unic.ac.cy/the-m6-competition/)
- SKAB - series data for evaluating Anomaly Detection algorithms.
- pyspi
- statsmodels.tsa
- Time Series Generator - step outputs limitation in Keras.
- atlair
- adtk - based/unsupervised anomaly detection in time series.
- kats - to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.
- pytimetk
- scikit-hts
- seglearn
- shyft - series for python and c++, including distributed storage and calculations Hydrologic Forecasting Toolbox, high-performance flexible stacks, including calibration Energy-market models and micro services.
- TSDB - Series DataBase: A Python toolbox helping load time-series datasets easily.
- tsai - of-the-art Deep Learning library for Time Series and Sequences.
- pytz - World timezone definitions, modern and historical. Brings the [tz database](https://en.wikipedia.org/wiki/Tz_database) into Python.
- plotly-resampler
- seaborn - level interface for drawing attractive and informative statistical graphics.
- tsdownsample
- sktime - learn` compatible Python toolbox for learning with time series.
- maya - Datetimes for Humans.
- competitions
- gluon-ts
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R
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Java
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JavaScript
- cubism
- echarts
- highcharts
- synchro-charts - end component library that provides a collection of components to visualize time-series data.
- fusiontime - series and stock data in JavaScript, with just a few lines of code.
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Spark
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MATLAB
- hctsa - series analysis.
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✏️ Annotation and Labeling
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Managed database services
- AnnotateChange - A simple flask application to collect annotations for the Turing Change Point Dataset, a benchmark dataset for change point detection algorithms.
- Curve - An open-source tool to help label anomalies on time-series data
- TagAnomaly - Anomaly detection analysis and labeling tool, specifically for multiple time series (one time series per category)
- time-series-annotator - Time Series Annotation Library implements classification tasks for time series.
- WDK - The Wearables Development Toolkit (WDK) is a set of tools to facilitate the development of activity recognition applications with wearable devices.
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📝 Papers with code
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💻 Repos with Models
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Managed database services
- ESRNN-GPU - RNN model for time series forecasting.
- LSTM-Neural-Network-for-Time-Series-Prediction
- ROCKET
- TensorFlow-Time-Series-Examples
- TimeSeries
- UCR_Time_Series_Classification_Deep_Learning_Baseline - of-the-art time series classification.
- wtte-rnn - RNN a framework for churn and time to event prediction.
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⚙️ Applications
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Managed database services
- binjr
- CompEngine - organizing database of time-series data, that allows you to upload time-series data and interactively visualize similar data that have been measured by others.
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📚 Books
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Managed database services
- repo with code
- repo with code
- repo with code
- Forecasting principles and practice (3rd ed)
- Practical Time Series Analysis
- Practical Time Series Analysis: Prediction with Statistics and Machine Learning
- Machine Learning for Time-Series with Python
- Time Series Analysis Handbook
- Visualization of Time-Oriented Data - Verlag 2011
- Codeless Time Series Analysis with KNIME
- Bayesian Time Series Models
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🕶️ More Awesomeness
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🎓 Courses
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Managed database services
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Tutorials
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Managed database services
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💬 Communities
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Managed database services
- r/TimeSeries
- microprediction slack
- pycaret slack - series chat.
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🗃 Organizations
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Managed database services
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💼 Commercial Platforms
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Managed database services
- HAKOM TSM Platform - processing and storing time series from different sources in different formats for all analytical and operational purposes.
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Programming Languages
Categories
Sub Categories
Keywords
time-series
77
python
47
machine-learning
38
forecasting
28
data-science
26
time-series-analysis
24
deep-learning
21
timeseries
17
anomaly-detection
16
data-mining
10
automl
9
time-series-classification
8
time
8
pytorch
8
r
7
feature-engineering
7
statistics
7
classification
7
feature-extraction
7
python3
6
arima
6
scikit-learn
6
time-series-forecasting
6
changepoint
6
data-visualization
6
pandas
6
data-analysis
5
outlier-detection
5
r-package
5
visualization
5
tensorflow
4
changepoint-detection
4
datetime
4
forecasting-models
4
regression
4
exponential-smoothing
4
machine-learning-algorithms
4
prophet
4
date
3
time-series-clustering
3
database
3
ets
3
segmentation
3
time-series-segmentation
3
time-series-data-mining
3
timezones
3
neural-network
3
data-augmentation
3
forecast
3
datasets
3