time-series

Python implementation of Empirical Mode Decompoisition (EMD) method

Time series easier, faster, more fun. Pytimetk.

Bringing financial analysis to the tidyverse

Quantitative Financial Modelling Framework

tfts: Time Series Deep Learning Models in TensorFlow

A collection of anomaly detection methods (iid/point-based, graph and time series) including active learning for anomaly detection/discovery, bayesian rule-mining, description for diversity/explanation/interpretability. Analysis of incorporating label feedback with ensemble and tree-based detectors. Includes adversarial attacks with Graph Convolutional Network.

[TPAMI 2024] Awesome Resources of GNNs for Time Series Analysis (GNN4TS)

Highly comparative time-series analysis

Fastest Integer Compression

MOMENT: A Family of Open Time-series Foundation Models, ICML'24

Miami InSAR time-series software in Python

ELKI Data Mining Toolkit

Luminaire is a python package that provides ML driven solutions for monitoring time series data.

Resources about time series forecasting and deep learning.

A library for solving differential equations using neural networks based on PyTorch, used by multiple research groups around the world, including at Harvard IACS.

Dalaran — Apache-2.0, robotics-first visualization and data infrastructure for multimodal time-series. ROS 2 native, reads existing .rrd recordings. A hard fork of Rerun.

Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.

Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

High-quality pro audio resampler / sample rate conversion header-only C++ library. Very fast, for both audio resampling and time-series interpolation.

PyTorch Dual-Attention LSTM-Autoencoder For Multivariate Time Series

Temporian is an open-source Python library for preprocessing ⚡ and feature engineering 🛠 temporal data 📈 for machine learning applications 🤖

Advanced and Fast Data Transformation in R

Resources for working with time series and sequence data

Predicting stock prices using a TensorFlow LSTM (long short-term memory) neural network for times series forecasting

Open, SQL-native time-series database for telemetry you need to keep. 34M+ records/sec ingestion, 8M+ rows/sec queries. InfluxDB Line Protocol and Telegraf compatible. Open Parquet on your storage. Single binary. S3/Azure native. Air-gap ready. AGPL-3.0.

A unified multi-task time series model.

Time series analysis in the `tidyverse`

Scalable graph analytics database powered by a multithreaded, vectorized temporal engine, written in Rust

Timelines Chart