时间序列分析库
Python Libraries
Python 库
| 库 | 预测(Forecasting) | 分类(Classification) | 异常检测(Anomaly Detection) | 时序特征(TSFeature) |
|---|---|---|---|---|
| prophet | ✅ | |||
| kats | ✅ | ✅ | ✅ | |
| GluonTS | ✅ | ✅ | ✅ | |
| NeuralProphet | ✅ | ✅ | ✅ | |
| arch | ✅ | |||
| AtsPy | ✅ | |||
| banpei | ✅ | |||
| cesium | ✅ | |||
| darts | ✅ | |||
| pyfbad | ✅ | ✅ | ||
| tsmoothie | ||||
| pmdarima | ||||
| neuralforecast | ||||
| mlforecast | ||||
| statsforecast | ||||
| sktime | ||||
| tspiral | ||||
| Paddlets |
Docs
2022-04-26 AutoTS
2022-04-27 cesium · 特征工程
2022-05-02 Statsmodels
2022-05-03 tsfresh · 机器学习特征工程
2022-05-04 tslearn · 预测
2022-05-06 pyts · 时间序列分类
2022-11-12 pmdarima · Auto ARIMA
2022-11-28 Pandas-Timeseries
2023-03-05 TODS 异常检测
2023-03-09 GluonTS · 深度学习、概率预测
2024-04-12 tsmoothie · 时间序列平滑和异常检测