Alternatives and similar repositories for time-series-forecasting

Users that are interested in time-series-forecasting are comparing it to the libraries listed below

• h3ik0th / TFT_darts
  probabilistic forecasting with Temporal Fusion Transformer
  ☆40Updated 3 years ago
• AlgoTrading101 / Conformal-Prediction-MAPIE-Algotrading101
  Conformal Prediction - A Practical Guide with MAPIE
  ☆17Updated last year
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆42Updated 8 months ago
• FernandoDeMeer / Hierarchical-SigCWGAN
  Implementation of the [Hierarchical (Sig-Wasserstein) GAN] algorithm for large dimensional Time Series Generation: https://doi.org/10.390…
  ☆17Updated 2 years ago
• nla-group / fABBA
  A Python library for the fast symbolic approximation of time series
  ☆46Updated 4 months ago
• maxmekiska / imbrium
  Standard and Hybrid Deep Learning Multivariate-Multi-Step & Univariate-Multi-Step Time Series Forecasting.
  ☆61Updated last year
• BLarzalere / Temporal-Fusion-Transformer
  Probabilistic Forecast of a Multivariate Time Series using the Temporal Fusion Transformer & PyTorch Lightning
  ☆18Updated 2 years ago
• Mcompetitions / M6-methods
  Data, Benchmarks, and methods submitted to the M6 forecasting competition
  ☆121Updated 11 months ago
• mawicks / mvarch
  Multivariate Volatility Models (ARCH) for stock prices and other time series
  ☆20Updated last year
• cchallu / n-hits
  ☆183Updated 2 years ago
• EduardoRamosP / MultiTransformer
  Transformer and MultiTransformer layers for stock volatility forecasting purposes
  ☆72Updated 4 years ago
• miguel-data-sc / FinQBoost
  Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition
  ☆14Updated 2 years ago
• milenavuletic / Fin-GAN
  Code to accompany the paper "Fin-GAN: Forecasting and Classifying Financial Time Series via Generative Adversarial Networks"
  ☆127Updated last year
• microprediction / m6
  M6-Forecasting competition
  ☆43Updated last year
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆49Updated 8 months ago
• tblume1992 / LazyProphet
  Time Series Forecasting with LightGBM
  ☆85Updated 3 years ago
• Nixtla / datasetsforecast
  Datasets for time series forecasting
  ☆108Updated 2 weeks ago
• greatwhiz / tft_tf2
  Temporal Fusion Transformers for Tensorflow 2.x
  ☆177Updated 2 years ago
• firmai / mtss-gan
  MTSS-GAN: Multivariate Time Series Simulation with Generative Adversarial Networks (by @firmai)
  ☆94Updated 4 years ago
• Nike-Inc / timeseries-generator
  A library to generate synthetic time series data by easy-to-use factors and generator
  ☆153Updated last year
• mustafaseisa / regimechange
  Non-parametric method for estimating regime change in bivariate time series setting.
  ☆14Updated 8 years ago
• SaremS / sample_notebooks
  Loose collection of Jupyter notebooks, mostly for my blog
  ☆28Updated 10 months ago
• kdgutier / esrnn_torch
  ☆157Updated 4 years ago
• TsLu1s / tsforecasting
  TSForecasting: Automated Time Series Forecasting Framework
  ☆29Updated 10 months ago
• KseniaKingsep / quantgan
  Quant GAN from [Wiese et al., Quant GANs: Deep Generation of Financial Time Series, 2019]
  ☆22Updated 4 years ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆103Updated 4 years ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆80Updated 3 months ago
• danielhkt / deep-forecasting
  Perform multivariate time series forecasting using LSTM networks and DeepLIFT for interpretation
  ☆87Updated 3 years ago
• PsiPhiTheta / LSTM-Attention
  A Comparison of LSTMs and Attention Mechanisms for Forecasting Financial Time Series
  ☆72Updated 6 years ago
• cvxgrp / cov_pred_finance
  ☆67Updated 3 months ago