114 Repositories
Python forecasting-competitions Libraries
Forecasting for knowable future events using Bayesian informative priors (forecasting with judgmental-adjustment).
What is judgyprophet? judgyprophet is a Bayesian forecasting algorithm based on Prophet, that enables forecasting while using information known by the
Lightning ⚡️ fast forecasting with statistical and econometric models.
Nixtla Statistical ⚡️ Forecast Lightning fast forecasting with statistical and econometric models StatsForecast offers a collection of widely used uni
PyPOTS - A Python Toolbox for Data Mining on Partially-Observed Time Series
A python toolbox/library for data mining on partially-observed time series, supporting tasks of forecasting/imputation/classification/clustering on incomplete multivariate time series with missing values.
Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.
DeepXF: Explainable Forecasting and Nowcasting with State-of-the-art Deep Neural Networks and Dynamic Factor Model Also, verify TS signal similarities
GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and risk management
Bitcoin Realized Volatility Forecasting with GARCH and Multivariate LSTM Author: Chi Bui This Repository Repository Directory ├── README.md
Covid19-Forecasting - An interactive website that tracks, models and predicts COVID-19 Cases
Covid-Tracker This is an interactive website that tracks, models and predicts CO
Event-forecasting - Event Forecasting Algorithms With Python
event-forecasting Event Forecasting Algorithms Theory Correlating events in comp
Skforecast is a python library that eases using scikit-learn regressors as multi-step forecasters
Skforecast is a python library that eases using scikit-learn regressors as multi-step forecasters. It also works with any regressor compatible with the scikit-learn API (pipelines, CatBoost, LightGBM, XGBoost, Ranger...).
N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting
N-HiTS: Neural Hierarchical Interpolation for Time Series Forecasting Recent progress in neural forecasting instigated significant improvements in the
NeuralForecast is a Python library for time series forecasting with deep learning models
NeuralForecast is a Python library for time series forecasting with deep learning models. It includes benchmark datasets, data-loading utilities, evaluation functions, statistical tests, univariate model benchmarks and SOTA models implemented in PyTorch and PyTorchLightning.
Scikit-event-correlation - Event Correlation and Forecasting over High Dimensional Streaming Sensor Data algorithms
scikit-event-correlation Event Correlation and Changing Detection Algorithm Theo
Personal Finance Forecaster - An AI tool for forecasting personal expenses
Personal Finance Forecaster - An AI tool for forecasting personal expenses
An easy-to-use feature store
A feature store is a data storage system for data science and machine-learning. It can store raw data and also transformed features, which can be fed straight into an ML model or training script.
Feature engineering and machine learning: together at last
Feature engineering and machine learning: together at last! Lambdo is a workflow engine which significantly simplifies data analysis by unifying featu
A competition for forecasting electricity demand at the country-level using a standard backtesting framework
A competition for forecasting electricity demand at the country-level using a standard backtesting framework
Deep Learning for Time Series Forecasting.
nixtlats:Deep Learning for Time Series Forecasting [nikstla] (noun, nahuatl) Period of time. State-of-the-art time series forecasting for pytorch. Nix
Official PyTorch Implementation of "AgentFormer: Agent-Aware Transformers for Socio-Temporal Multi-Agent Forecasting".
AgentFormer This repo contains the official implementation of our paper: AgentFormer: Agent-Aware Transformers for Socio-Temporal Multi-Agent Forecast
Guided Internet-delivered Cognitive Behavioral Therapy Adherence Forecasting
Guided Internet-delivered Cognitive Behavioral Therapy Adherence Forecasting #Dataset The folder "Dataset" contains the dataset use in this work and m
This repo is the official implementation for Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting
1 MAGNN This repo is the official implementation for Multi-Scale Adaptive Graph Neural Network for Multivariate Time Series Forecasting. 1.1 The frame
A framework for multi-step probabilistic time-series/demand forecasting models
JointDemandForecasting.py A framework for multi-step probabilistic time-series/demand forecasting models File stucture JointDemandForecasting contains
PyTorch GPU implementation of the ES-RNN model for time series forecasting
Fast ES-RNN: A GPU Implementation of the ES-RNN Algorithm A GPU-enabled version of the hybrid ES-RNN model by Slawek et al that won the M4 time-series
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection
Deep learning for time series forecasting Flow forecast is an open-source deep learning for time series forecasting framework. It provides all the lat
Supervised forecasting of sequential data in Python.
Supervised forecasting of sequential data in Python. Intro Supervised forecasting is the machine learning task of making predictions for sequential da
Library for time-series-forecasting-as-a-service.
TIMEX TIMEX (referred in code as timexseries) is a framework for time-series-forecasting-as-a-service. Its main goal is to provide a simple and generi
Automated Time Series Forecasting
AutoTS AutoTS is a time series package for Python designed for rapidly deploying high-accuracy forecasts at scale. There are dozens of forecasting mod
Hierarchical Time Series Forecasting with a familiar API
scikit-hts Hierarchical Time Series with a familiar API. This is the result from not having found any good implementations of HTS on-line, and my work
List of papers, code and experiments using deep learning for time series forecasting
Deep Learning Time Series Forecasting List of state of the art papers focus on deep learning and resources, code and experiments using deep learning f
Jupyter Notebook tutorials on solving real-world problems with Machine Learning & Deep Learning using PyTorch
Jupyter Notebook tutorials on solving real-world problems with Machine Learning & Deep Learning using PyTorch. Topics: Face detection with Detectron 2, Time Series anomaly detection with LSTM Autoencoders, Object Detection with YOLO v5, Build your first Neural Network, Time Series forecasting for Coronavirus daily cases, Sentiment Analysis with BERT.
This MVP data web app uses the Streamlit framework and Facebook's Prophet forecasting package to generate a dynamic forecast from your own data.
📈 Automated Time Series Forecasting Background: This MVP data web app uses the Streamlit framework and Facebook's Prophet forecasting package to gene
Safe Local Motion Planning with Self-Supervised Freespace Forecasting, CVPR 2021
Safe Local Motion Planning with Self-Supervised Freespace Forecasting By Peiyun Hu, Aaron Huang, John Dolan, David Held, and Deva Ramanan Citing us Yo
Time-series-deep-learning - Developing Deep learning LSTM, BiLSTM models, and NeuralProphet for multi-step time-series forecasting of stock price.
Stock Price Prediction Using Deep Learning Univariate Time Series Predicting stock price using historical data of a company using Neural networks for
A Python reference implementation of the CF data model
cfdm A Python reference implementation of the CF data model. References Compliance with FAIR principles Documentation https://ncas-cms.github.io/cfdm
Code for "Intra-hour Photovoltaic Generation Forecasting based on Multi-source Data and Deep Learning Methods."
pv_predict_unet-lstm Code for "Intra-hour Photovoltaic Generation Forecasting based on Multi-source Data and Deep Learning Methods." IEEE Transactions
Continuously evaluated, functional, incremental, time-series forecasting
timemachines Autonomous, univariate, k-step ahead time-series forecasting functions assigned Elo ratings You can: Use some of the functionality of a s
Official implementation for Scale-Aware Neural Architecture Search for Multivariate Time Series Forecasting
1 SNAS4MTF This repo is the official implementation for Scale-Aware Neural Architecture Search for Multivariate Time Series Forecasting. 1.1 The frame
Parameter Efficient Deep Probabilistic Forecasting
PEDPF Parameter Efficient Deep Probabilistic Forecasting (PEDPF) is a repository containing code to run experiments for several deep learning based pr
"Graph Neural Controlled Differential Equations for Traffic Forecasting", AAAI 2022
Graph Neural Controlled Differential Equations for Traffic Forecasting Setup Python environment for STG-NCDE Install python environment $ conda env cr
Code for paper Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting
Decoupled Spatial-Temporal Graph Neural Networks Code for our paper: Decoupled Dynamic Spatial-Temporal Graph Neural Network for Traffic Forecasting.
Scalable machine learning based time series forecasting
mlforecast Scalable machine learning based time series forecasting. Install PyPI pip install mlforecast Optional dependencies If you want more functio
Forecasting with Gradient Boosted Time Series Decomposition
ThymeBoost ThymeBoost combines time series decomposition with gradient boosting to provide a flexible mix-and-match time series framework for spicy fo
ShuttleNet: Position-aware Fusion of Rally Progress and Player Styles for Stroke Forecasting in Badminton (AAAI'22)
ShuttleNet: Position-aware Rally Progress and Player Styles Fusion for Stroke Forecasting in Badminton (AAAI 2022) Official code of the paper ShuttleN
ShuttleNet: Position-aware Fusion of Rally Progress and Player Styles for Stroke Forecasting in Badminton (AAAI 2022)
ShuttleNet: Position-aware Rally Progress and Player Styles Fusion for Stroke Forecasting in Badminton (AAAI 2022) Official code of the paper ShuttleN
TensorFlow (Python) implementation of DeepTCN model for multivariate time series forecasting.
DeepTCN TensorFlow TensorFlow (Python) implementation of multivariate time series forecasting model introduced in Chen, Y., Kang, Y., Chen, Y., & Wang
Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.
Conformal time-series forecasting Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021. If you use our code in yo
A lightweight interface for reading in output from the Weather Research and Forecasting (WRF) model into xarray Dataset
xwrf A lightweight interface for reading in output from the Weather Research and Forecasting (WRF) model into xarray Dataset. The primary objective of
Hierarchical Motion Encoder-Decoder Network for Trajectory Forecasting (HMNet)
Hierarchical Motion Encoder-Decoder Network for Trajectory Forecasting (HMNet) Our paper: https://arxiv.org/abs/2111.13324 We will release the complet
Forecasting prices using Facebook/Meta's Prophet model
CryptoForecasting using Machine and Deep learning (Part 1) CryptoForecasting using Machine Learning The main aspect of predicting the stock-related da
Augmenting Physical Models with Deep Networks for Complex Dynamics Forecasting
Official code of APHYNITY Augmenting Physical Models with Deep Networks for Complex Dynamics Forecasting (ICLR 2021, Oral) Yuan Yin*, Vincent Le Guen*
ETNA – time series forecasting framework
ETNA Time Series Library Predict your time series the easiest way Homepage | Documentation | Tutorials | Contribution Guide | Release Notes ETNA is an
Tutorials, assignments, and competitions for MIT Deep Learning related courses.
MIT Deep Learning This repository is a collection of tutorials for MIT Deep Learning courses. More added as courses progress. Tutorial: Deep Learning
Kats, a kit to analyze time series data, a lightweight, easy-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.
Description Kats is a toolkit to analyze time series data, a lightweight, easy-to-use, and generalizable framework to perform time series analysis. Ti
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
Hierarchical Time Series Forecasting using Prophet
htsprophet Hierarchical Time Series Forecasting using Prophet Credit to Rob J. Hyndman and research partners as much of the code was developed with th
Sequence to Sequence (seq2seq) Recurrent Neural Network (RNN) for Time Series Forecasting
Sequence to Sequence (seq2seq) Recurrent Neural Network (RNN) for Time Series Forecasting Note: You can find here the accompanying seq2seq RNN forecas
PyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
PyAF (Python Automatic Forecasting) PyAF is an Open Source Python library for Automatic Forecasting built on top of popular data science python module
sktime companion package for deep learning based on TensorFlow
NOTE: sktime-dl is currently being updated to work correctly with sktime 0.6, and wwill be fully relaunched over the summer. The plan is Refactor and
Luminaire is a python package that provides ML driven solutions for monitoring time series data.
A hands-off Anomaly Detection Library Table of contents What is Luminaire Quick Start Time Series Outlier Detection Workflow Anomaly Detection for Hig
Code for "Long Range Probabilistic Forecasting in Time-Series using High Order Statistics"
Long Range Probabilistic Forecasting in Time-Series using High Order Statistics This is the code produced as part of the paper Long Range Probabilisti
A chain of stores, 10 different stores and 50 different requests a 3-month demand forecast for its product.
Demand-Forecasting Business Problem A chain of stores, 10 different stores and 50 different requests a 3-month demand forecast for its product.
A forecasting system dedicated to smart city data
smart-city-predictions System prognostyczny dedykowany dla danych inteligentnych miast Praca inżynierska realizowana przez Michała Stawikowskiego and
[ICCV21] Official implementation of the "Social NCE: Contrastive Learning of Socially-aware Motion Representations" in PyTorch.
Social-NCE + CrowdNav Website | Paper | Video | Social NCE + Trajectron | Social NCE + STGCNN This is an official implementation for Social NCE: Contr
Suite of tools for retrieving USGS NWIS observations and evaluating National Water Model (NWM) data.
Documentation OWPHydroTools GitHub pages documentation Motivation We developed OWPHydroTools with data scientists in mind. We attempted to ensure the
Companion repo of the UCC 2021 paper "Predictive Auto-scaling with OpenStack Monasca"
Predictive Auto-scaling with OpenStack Monasca Giacomo Lanciano*, Filippo Galli, Tommaso Cucinotta, Davide Bacciu, Andrea Passarella 2021 IEEE/ACM 14t
Time Series Forecasting with Temporal Fusion Transformer in Pytorch
Forecasting with the Temporal Fusion Transformer Multi-horizon forecasting often contains a complex mix of inputs – including static (i.e. time-invari
Price forecasting of SGB and IRFC Bonds and comparing there returns
Project_Bonds Project Title : Price forecasting of SGB and IRFC Bonds and comparing there returns. Introduction of the Project The 2008-09 global fina
Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting
Autoformer (NeurIPS 2021) Autoformer: Decomposition Transformers with Auto-Correlation for Long-Term Series Forecasting Time series forecasting is a c
The implementation of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
The HIST framework for stock trend forecasting The implementation of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining C
The implementation of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
The HIST framework for stock trend forecasting The implementation of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining C
Multivariate Time Series Forecasting with efficient Transformers. Code for the paper "Long-Range Transformers for Dynamic Spatiotemporal Forecasting."
Spacetimeformer Multivariate Forecasting This repository contains the code for the paper, "Long-Range Transformers for Dynamic Spatiotemporal Forecast
Warren - Stock Price Predictor
Web app to predict closing stock prices in real time using Facebook's Prophet time series algorithm with a multi-variate, single-step time series forecasting strategy.
Nixtla is an open-source time series forecasting library.
Nixtla Nixtla is an open-source time series forecasting library. We are helping data scientists and developers to have access to open source state-of-
Forecasting Nonverbal Social Signals during Dyadic Interactions with Generative Adversarial Neural Networks
ForecastingNonverbalSignals This is the implementation for the paper Forecasting Nonverbal Social Signals during Dyadic Interactions with Generative A
competitions-v2
Codabench (formerly Codalab Competitions v2) Installation $ cp .env_sample .env $ docker-compose up -d $ docker-compose exec django ./manage.py migrat
Disease Informed Neural Networks (DINNs) — neural networks capable of learning how diseases spread, forecasting their progression, and finding their unique parameters (e.g. death rate).
DINN We introduce Disease Informed Neural Networks (DINNs) — neural networks capable of learning how diseases spread, forecasting their progression, a
Eland is a Python Elasticsearch client for exploring and analyzing data in Elasticsearch with a familiar Pandas-compatible API.
Python Client and Toolkit for DataFrames, Big Data, Machine Learning and ETL in Elasticsearch
The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting".
IGMTF The source code and data of the paper "Instance-wise Graph-based Framework for Multivariate Time Series Forecasting". Requirements The framework
Merlion: A Machine Learning Framework for Time Series Intelligence
Merlion: A Machine Learning Library for Time Series Table of Contents Introduction Installation Documentation Getting Started Anomaly Detection Foreca
Merlion: A Machine Learning Framework for Time Series Intelligence
Merlion is a Python library for time series intelligence. It provides an end-to-end machine learning framework that includes loading and transforming data, building and training models, post-processing model outputs, and evaluating model performance. I
The GitHub repository for the paper: “Time Series is a Special Sequence: Forecasting with Sample Convolution and Interaction“.
SCINet This is the original PyTorch implementation of the following work: Time Series is a Special Sequence: Forecasting with Sample Convolution and I
ETNA is an easy-to-use time series forecasting framework.
ETNA is an easy-to-use time series forecasting framework. It includes built in toolkits for time series preprocessing, feature generation, a variety of predictive models with unified interface - from classic machine learning to SOTA neural networks, models combination methods and smart backtesting. ETNA is designed to make working with time series simple, productive, and fun.
[ICCV'21] Official implementation for the paper Social NCE: Contrastive Learning of Socially-aware Motion Representations
CrowdNav with Social-NCE This is an official implementation for the paper Social NCE: Contrastive Learning of Socially-aware Motion Representations by
LONG-TERM SERIES FORECASTING WITH QUERYSELECTOR – EFFICIENT MODEL OF SPARSEATTENTION
Query Selector Here you can find code and data loaders for the paper https://arxiv.org/pdf/2107.08687v1.pdf . Query Selector is a novel approach to sp
[CVPR 2021] Forecasting the panoptic segmentation of future video frames
Panoptic Segmentation Forecasting Colin Graber, Grace Tsai, Michael Firman, Gabriel Brostow, Alexander Schwing - CVPR 2021 [Link to paper] We propose
GNN4Traffic - This is the repository for the collection of Graph Neural Network for Traffic Forecasting
GNN4Traffic - This is the repository for the collection of Graph Neural Network for Traffic Forecasting
Anomaly detection on SQL data warehouses and databases
With CueObserve, you can run anomaly detection on data in your SQL data warehouses and databases. Getting Started Install via Docker docker run -p 300
An open-access benchmark and toolbox for electricity price forecasting
epftoolbox The epftoolbox is the first open-access library for driving research in electricity price forecasting. Its main goal is to make available a
A selection of State Of The Art research papers (and code) on human locomotion (pose + trajectory) prediction (forecasting)
A selection of State Of The Art research papers (and code) on human trajectory prediction (forecasting). Papers marked with [W] are workshop papers.
Code for the CIKM 2019 paper "DSANet: Dual Self-Attention Network for Multivariate Time Series Forecasting".
Dual Self-Attention Network for Multivariate Time Series Forecasting 20.10.26 Update: Due to the difficulty of installation and code maintenance cause
Multi-Horizon-Forecasting-for-Limit-Order-Books
Multi-Horizon-Forecasting-for-Limit-Order-Books This jupyter notebook is used to demonstrate our work, Multi-Horizon Forecasting for Limit Order Books
darts is a Python library for easy manipulation and forecasting of time series.
A python library for easy manipulation and forecasting of time series.
ImaginaryTicketing is a simple ticketing system for running CTF Competitions on discord.
ImaginaryTicketing ImaginaryTicketing is a simple ticketing system for running CTF Competitions on discord. Be sure to checkout ImaginaryCTF. See docs
Code for Towards Streaming Perception (ECCV 2020) :car:
sAP — Code for Towards Streaming Perception ECCV Best Paper Honorable Mention Award Feb 2021: Announcing the Streaming Perception Challenge (CVPR 2021
Adversarial Attacks on Probabilistic Autoregressive Forecasting Models.
Attack-Probabilistic-Models This is the source code for Adversarial Attacks on Probabilistic Autoregressive Forecasting Models. This repository contai
This repository contains the implementations related to the experiments of a set of publicly available datasets that are used in the time series forecasting research space.
TSForecasting This repository contains the implementations related to the experiments of a set of publicly available datasets that are used in the tim
Forecasting directional movements of stock prices for intraday trading using LSTM and random forest
Forecasting directional movements of stock-prices for intraday trading using LSTM and random-forest https://arxiv.org/abs/2004.10178 Pushpendu Ghosh,
tsai is an open-source deep learning package built on top of Pytorch & fastai focused on state-of-the-art techniques for time series classification, regression and forecasting.
Time series Timeseries Deep Learning Pytorch fastai - State-of-the-art Deep Learning with Time Series and Sequences in Pytorch / fastai
Greykite: A flexible, intuitive and fast forecasting library
The Greykite library provides flexible, intuitive and fast forecasts through its flagship algorithm, Silverkite.
Spectral Temporal Graph Neural Network (StemGNN in short) for Multivariate Time-series Forecasting
Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting This repository is the official implementation of Spectral Temporal Gr
A Python package for Bayesian forecasting with object-oriented design and probabilistic models under the hood.
Disclaimer This project is stable and being incubated for long-term support. It may contain new experimental code, for which APIs are subject to chang