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The Top 581 Time Series Analysis Open Source Projects on Github

Categories > Machine Learning > Time Series Analysis
Statsmodels ⭐ 6,896
Statsmodels: statistical modeling and econometrics in Python
Anomaly Detection Resources ⭐ 5,265
Anomaly detection related books, papers, videos, and toolboxes
Sktime ⭐ 4,708
A unified framework for machine learning with time series
Stumpy ⭐ 2,009
STUMPY is a powerful and scalable Python library for modern time series analysis
Tslearn ⭐ 1,896
A machine learning toolkit dedicated to time-series data
Practical Machine Learning With Python ⭐ 1,586
Master the essential skills needed to recognize and solve complex real-world problems with Machine Learning and Deep Learning by leveraging the highly popular Python Machine Learning Eco-system.
Tsai ⭐ 1,355
Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
Pyts ⭐ 1,097
A Python package for time series classification
Flow Forecast ⭐ 801
Deep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
Awesome Aiops ⭐ 747
AIOps学习资料汇总，欢迎一起补全这个仓库，欢迎star
Alphapy ⭐ 641
Automated Machine Learning [AutoML] with Python, scikit-learn, Keras, XGBoost, LightGBM, and CatBoost
Matrixprofile Ts ⭐ 556
A Python library for detecting patterns and anomalies in massive datasets using the Matrix Profile
Hctsa ⭐ 455
Highly comparative time-series analysis
Grass ⭐ 379
GRASS GIS - free and open source Geographic Information System (GIS)
Atspy ⭐ 373
AtsPy: Automated Time Series Models in Python (by @firmai)
Skyline ⭐ 346
Anomaly detection
Auto_ts ⭐ 339
Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Now updated with Dask to handle millions of rows.
Atsd Use Cases ⭐ 335
Axibase Time Series Database: Usage Examples and Research Articles
Modeltime ⭐ 321
Modeltime unlocks time series forecast models and machine learning in one framework
Deeptime ⭐ 271
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
Time Series Papers ⭐ 262
List of awesome papers about time series, mainly including algorithms based on machine learning | 收录时间序列分析中各个研究领域的高水平文章，主要包含基于机器学习的算法
Bigdata18 ⭐ 230
Transfer learning for time series classification
Time Series Forecasting With Python ⭐ 220
A use-case focused tutorial for time series forecasting with python
Lotteryprediction ⭐ 213
🌝 Lottery prediction besides of following "law of proability","Probability: Independent Events", there are still "Saying "a Tail is due", or "just one more go, my luck is due to change" is called The Gambler's Fallacy" existed.
Timemachines ⭐ 204
Continuously evaluated, functional, incremental, time-series forecasting
Bamboobsc ⭐ 203
next version move to https://github.com/billchen198318/hillfog, bambooBSC is an opensource Balanced Scorecard (BSC) Business Intelligence (BI) Web platform. BSC's Vision, Perspectives, Objectives of strategy, Key Performance Indicators (KPIs), Strategy Map, and SWOT, PDCA & PDCA report, Time Series Analysis.
Banpei ⭐ 203
Anomaly detection library based on singular spectrum transformation(sst)
Inceptiontime ⭐ 201
InceptionTime: Finding AlexNet for Time Series Classification
Statespacemodels.jl ⭐ 172
StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.
Matrixprofile ⭐ 166
A Python 3 library making time series data mining tasks, utilizing matrix profile algorithms, accessible to everyone.
Pyfts ⭐ 160
An open source library for Fuzzy Time Series in Python
Exoplanet ⭐ 148
Fast & scalable MCMC for all your exoplanet needs!
Tempo ⭐ 142
The purpose of this project is to provide an API for manipulating time series on top of Apache Spark. Functionality includes featurization using lagged time values, rolling statistics (mean, avg, sum, count, etc), AS OF joins, and downsampling & interpolation. This has been tested on TB-scale of historical data and is unit tested for quality purposes.
Scikit Hts ⭐ 129
Hierarchical Time Series Forecasting with a familiar API
Cueobserve ⭐ 128
Timeseries Anomaly detection and Root Cause Analysis on data in SQL data warehouses and databases
Lt Gee ⭐ 126
Google Earth Engine implementation of the LandTrendr spectral-temporal segmentation algorithm. For documentation see:
Simplestockanalysispython ⭐ 114
Stock Analysis Tutorial in Python
Stingray ⭐ 110
Anything can happen in the next half hour (including spectral timing made easy)!
U Time ⭐ 106
U-Time: A Fully Convolutional Network for Time Series Segmentation
Ml Projects ⭐ 106
ML based projects such as Spam Classification, Time Series Analysis, Text Classification using Random Forest, Deep Learning, Bayesian, Xgboost in Python
Intercessor ⭐ 105
A smart ware-house management system
Empirical Lang ⭐ 105
A language for time-series analysis
Repo 2016 ⭐ 105
R, Python and Mathematica Codes in Machine Learning, Deep Learning, Artificial Intelligence, NLP and Geolocation
Awesome Time Series Analysis ⭐ 99
This list collects learning resource, tools and dataset for time series analysis/time series data mining.
Licsbas ⭐ 99
LiCSBAS: InSAR time series analysis package using LiCSAR products
Bayesloop ⭐ 96
Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.
Tseries Patterns ⭐ 88
trend / momentum and other patterns in financial timeseries
Temporal.jl ⭐ 79
Time series implementation for the Julia language focused on efficiency and flexibility
Go Matrixprofile ⭐ 76
golang library for computing matrix profiles along with other time series analysis features
Pssa ⭐ 76
Singular Spectrum Analysis for time series forecasting in Python
Systemicrisk ⭐ 76
A framework for systemic risk valuation and analysis.
Controlsystemidentification.jl ⭐ 73
System Identification toolbox for LTI systems, compatible with ControlSystems.jl
Financial Asset Comparison Tool ⭐ 71
R Shiny app to compare the relative performance of cryptos and equities.
Microprediction ⭐ 69
Client for Microprediction.Org
Tsrepr ⭐ 67
TSrepr: R package for time series representations
Astsa ⭐ 65
R package to accompany Time Series Analysis and Its Applications: With R Examples -and- Time Series: A Data Analysis Approach Using R
Pyodds ⭐ 63
An End-to-end Outlier Detection System
Sequence To Sequence Learning Of Financial Time Series In Algorithmic Trading ⭐ 61
My bachelor's thesis—analyzing the application of LSTM-based RNNs on financial markets. 🤓
Climate Data Science ⭐ 60
Climate Data Science and Earth Observation with Python.
Neuralrdes ⭐ 59
Code for: "Neural Rough Differential Equations for Long Time Series", (ICML 2021)
Gendis ⭐ 59
Contains an implementation (sklearn API) of the algorithm proposed in "GENDIS: GEnetic DIscovery of Shapelets" and code to reproduce all experiments.
Tsa4 ⭐ 56
R code for Time Series Analysis and Its Applications, Ed 4
Arima ⭐ 55
Simple python example on how to use ARIMA models to analyze and predict time series.
Bitcoin Price Prediction Using Lstm ⭐ 50
Bitcoin price Prediction ( Time Series ) using LSTM Recurrent neural network
Btsa ⭐ 49
Berlin Time Series Analysis Repository
Trck ⭐ 49
Query engine for TrailDB
Nolitsa ⭐ 48
A Python module implementing some standard algorithms used in nonlinear time series analysis
Traja ⭐ 47
Python tools for spatial trajectory and time-series data analysis
S3m ⭐ 46
A software package for statistically significant shapelet mining
Stockforecast ⭐ 42
🎯 predict the price trend of individual stocks using deep learning and natural language processing
A Deep Learning Based Illegal Insider Trading Detection And Prediction Technique In Stock Market ⭐ 42
Illegal insider trading of stocks is based on releasing non-public information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public. Detecting illegal insider trading is difficult due to the complex, nonlinear, and non-stationary nature of the stock market. In this work, we present an approach that detects and predicts illegal insider trading proactively from large heterogeneous sources of structured and unstructured data using a deep-learning based approach combined with discrete signal processing on the time series data. In addition, we use a tree-based approach that visualizes events and actions to aid analysts in their understanding of large amounts of unstructured data. Using existing data, we have discovered that our approach has a good success rate in detecting illegal insider trading patterns. My research paper (IEEE Big Data 2018) on this can be found here: https://arxiv.org/pdf/1807.00939.pdf
Singularspectrumanalysis.jl ⭐ 39
A package for performing Singular Spectrum Analysis (SSA) and time-series decomposition
Awesome Time Series ⭐ 39
Resources for working with time series and sequence data
Dynamicaxiswarping.jl ⭐ 38
Dynamic Time Warping (DTW) and related algorithms in Julia, at Julia speeds
Bangdb ⭐ 38
BangDB - nosql database
Firets ⭐ 38
A python multi-variate time series prediction library working with sklearn
Capstone Project ⭐ 38
Predicting stock market movement with EDA and Keras
Mass Ts ⭐ 35
MASS (Mueen's Algorithm for Similarity Search) - a python 2 and 3 compatible library used for searching time series sub-sequences under z-normalized Euclidean distance for similarity.
Time Series Forecasting ⭐ 33
Understanding time series forecasting
Nagpythonexamples ⭐ 33
Examples and demos showing how to call functions from the NAG Library for Python
Spatiotemporal_datasets ⭐ 31
Spatiotemporal datasets collected for network science, deep learning and general machine learning research.
Python_ds_research ⭐ 29
Python based Quant Finance Models, Tools and Algorithmic Decision Making
Hawkular Datamining ⭐ 29
Real-time time series prediction library with standalone server
Understanding Financial Reports Using Natural Language Processing ⭐ 28
Investigate how mutual funds leverage credit derivatives by studying their routine filings to the SEC using NLP techniques
Pytsal ⭐ 28
An easy to use low-code open-source python framework for Time Series analysis, visualization, forecasting along with AutoTS
Modeltime.h2o ⭐ 26
Forecasting with H2O AutoML. Use the H2O Automatic Machine Learning algorithm as a backend for Modeltime Time Series Forecasting.
Analysis Tslearn ⭐ 24
Clustering using tslearn for Time Series Data.
Lstm Kalman Hybrid Timeseries ⭐ 24
Hybrid Time Series using LSTM and Kalman Filtering
Vltimeseriescausality ⭐ 23
A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
Foqat ⭐ 23
Field observation quick analysis toolkit (kw: field observation, air polltion, time series summary, time series resampling, average variation, ozone formation potential (OFP), MIR, tuv).
Springboard Data Science Immersive ⭐ 23
Timeseries Notebooks ⭐ 23
Hello world univariate examples for a variety of time series packages.
Mathematical Modeling ⭐ 23
A sharing of the learning process of mathematical modeling 数学建模常用工具模型算法分享：数学建模竞赛优秀论文，数学建模常用算法模型，LaTeX论文模板，SPSS工具分享。
Scoredrivenmodels.jl ⭐ 22
Score-driven models, aka generalized autoregressive score models, in Julia
Time Series Analysis Tutorial ⭐ 22
时间序列分析教程
Scikit Stan ⭐ 22
A high-level Bayesian analysis API written in Python
Prts ⭐ 22
Unofficial Python implementation of "Precision and Recall for Time Series".
Landsat Time Series Analysis For Multi Temporal Land Cover Classification ⭐ 22
LANDSAT Time Series Analysis for Multi-temporal Land Cover Classification using Machine Learning techniques in Python and GUI development for automation of the process.
Data Analysis ⭐ 22
Different types of data analytics projects : EDA, PDA, DDA, TSA and much more.....
Osaris ⭐ 21
Scripts to facilitate parallel InSAR processing and analysis of Sentinel-1 time series on HPC clusters based on GMTSAR and Slurm.
1-100 of 581 projects

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Advertising 📦 9
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Code Quality 📦 28
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