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This curated list contains python packages for time series analysis

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LibrariesExamples or singular models

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What's inside

Libraries

  • Arrow

    A sensible, human-friendly approach to creating, manipulating, formatting and converting dates, times, and timestamps

  • bta-lib

    Technical Analysis library in pandas for backtesting algotrading and quantitative analysis

  • Darts

    A library making it very easy to produce forecasts using a wide range of models, from ARIMA to deep learning. Also does ensembling, model selection and more.

  • ETNA

    A python library for time series forecasting and analysis with temporal data structure always in mind. Includes a variety of predictive models with unified interface along with EDA and validation methods

  • fecon235

    Computational tools for financial economics

  • ffn

    financial function library

Examples or singular models

Showing a sample of 65 resources. View the full list on GitHub →