https://github.com/skforecast/skforecast

Time series forecasting with machine learning models

arima autoregressive-forecasting backtesting-forecasters data-science direct-forecasting exogenous-predictors forecasting lightgbm lstm-neural-networks machine-learning multi-series-forecasting multi-step-forecasting multiple-time-series-forecasting probabilistic-forecasting python quantile-forecasting sarimax scikit-learn time-series xgboost

Last synced: 25 Dec 2025