TelemanomA framework for using LSTMs to detect anomalies in multivariate time series data. Includes spacecraft anomaly data and experiments from the Mars Science Laboratory and SMAP missions.
QuantmodQuantitative Financial Modelling Framework
PromxyAn aggregating proxy to enable HA prometheus
TsbsTime Series Benchmark Suite, a tool for comparing and evaluating databases for time series data
TgresTime Series in Go and PostgreSQL
RganRecurrent (conditional) generative adversarial networks for generating real-valued time series data.
InfluxdbScalable datastore for metrics, events, and real-time analytics
Siridb ServerSiriDB is a highly-scalable, robust and super fast time series database. Build from the ground up SiriDB uses a unique mechanism to operate without a global index and allows server resources to be added on the fly. SiriDB's unique query language includes dynamic grouping of time series for easy analysis over large amounts of time series.
SeglearnPython module for machine learning time series:
Realtime Action RecognitionApply ML to the skeletons from OpenPose; 9 actions; multiple people. (WARNING: I'm sorry that this is only good for course demo, not for real world applications !!! Those ary very difficult !!!)
TsaiTime series Timeseries Deep Learning Pytorch fastai - State-of-the-art Deep Learning with Time Series and Sequences in Pytorch / fastai
PyemdPython implementation of Empirical Mode Decompoisition (EMD) method
HctsaHighly comparative time-series analysis
Wavetorch 🌊 Numerically solving and backpropagating through the wave equation
SktimeA unified framework for machine learning with time series
GeorgeFast and flexible Gaussian Process regression in Python
Sktime Dlsktime companion package for deep learning based on TensorFlow
PydlmA python library for Bayesian time series modeling
Flow ForecastDeep learning PyTorch library for time series forecasting, classification, and anomaly detection (originally for flood forecasting).
TimetkA toolkit for working with time series in R
Data ScienceCollection of useful data science topics along with code and articles
TickgrinderLow-latency algorithmic trading platform written in Rust
SdvSynthetic Data Generation for tabular, relational and time series data.
TimelyAccumulo backed time series database
Time Series PapersList 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
Time Series PredictionA collection of time series prediction methods: rnn, seq2seq, cnn, wavenet, transformer, unet, n-beats, gan, kalman-filter
SpreadsSeries and Panels for Real-time and Exploratory Analysis of Data Streams
CeresDistributable time-series database (not actively maintained)
DeltapyDeltaPy - Tabular Data Augmentation (by @firmai)
NeuralcdeCode for "Neural Controlled Differential Equations for Irregular Time Series"
AtspyAtsPy: Automated Time Series Models in Python (by @firmai)
DeepadotsRepository of the paper "A Systematic Evaluation of Deep Anomaly Detection Methods for Time Series".
Atsd Use CasesAxibase Time Series Database: Usage Examples and Research Articles
Pytorch TsPyTorch based Probabilistic Time Series forecasting framework based on GluonTS backend
Stock Trading MlA stock trading bot that uses machine learning to make price predictions.
LuminaireLuminaire is a python package that provides ML driven solutions for monitoring time series data.
Soft DtwPython implementation of soft-DTW.
Nightingale💡 A Distributed and High-Performance Monitoring System. Prometheus enterprise edition
CrateCrateDB is a distributed SQL database that makes it simple to store and analyze
massive amounts of data in real-time.
PyafPyAF is an Open Source Python library for Automatic Time Series Forecasting built on top of popular pydata modules.
QuestdbAn open source SQL database designed to process time series data, faster
Chronix.serverThe Chronix Server implementation that is based on Apache Solr.
DeepdetectDeep Learning API and Server in C++14 support for Caffe, Caffe2, PyTorch,TensorRT, Dlib, NCNN, Tensorflow, XGBoost and TSNE
PycaretAn open-source, low-code machine learning library in Python
NNSNonlinear Nonparametric Statistics
MerlionMerlion: A Machine Learning Framework for Time Series Intelligence
luftdatenpumpeProcess live and historical data from luftdaten.info, IRCELINE and OpenAQ. Filter by station-id, sensor-id and sensor-type, apply reverse geocoding, store into timeseries and RDBMS databases, publish to MQTT, output as JSON or visualize in Grafana.
tsfeaturesCalculates various features from time series data. Python implementation of the R package tsfeatures.