Python Time Series Library

Python Time Series Library

• Nixtla
• GluonTS
• Merlion
• sktime: DL (TCNN, FCNN, MLP, TapNet), Dictionary (BOSS, MUSE, TDE, WEASEL), Distance-based (EE, KNN, ShapeDTW), Hybrid (HIVECOTE)
• statsmodels
• Darts RNN, Block RNN, NHiTS, TCN, Transformer, TFTModel, DLinear, NLinear
• Orbit
• neuralforecast RNN, LSTM, GRU

References