Top 406 time-series open source projects

An interactive 3D animation using WebGL to depict a 2D predator prey ecology on a grid real-time mapped onto the surface of a 3D torus. Sound file is parsed then visualized both in time and frequency domains as well as rendered using Web Audio API - this is an exercise where I taught myself how to display data for an ongoing project on sound syn…

Various methods for generating synthetic data for data science and ML

(Work In Progress) Implementation of "Financial Time Series Prediction Using Deep Learning"

Machine Learning Projects

High-performance time series algorithms for Ruby

A Julia implementation of basic tools for time series analysis compatible with incomplete data.

Exponential Smoothing & Moving Average Models in Java

Useful tools for periodicity analysis in time series data.

A python multi-variate time series prediction library working with sklearn

PyTorch implementation of MTAD-GAT (Multivariate Time-Series Anomaly Detection via Graph Attention Networks) by Zhao et. al (2020, https://arxiv.org/abs/2009.02040).

This repository contains the implementations related to the experiments of a set of publicly available datasets that are used in the time series forecasting research space.

Full Bayesian Inference for Hidden Markov Models

Graph-based Knowledge Tracing: Modeling Student Proficiency Using Graph Neural Network

Remaining Useful Life (RUL) estimation of Lithium-ion batteries using deep LSTMs

Particle filtering and sequential parameter inference in Python

Forecasting 🇫🇷 elections with Bayesian statistics 🥳

THIS REPO HAS MOVED TO https://github.com/apache/incubator-iotdb. TsFile is a columnar file format designed for time-series data, which supports efficient compression and query. It is easy to integrate TsFile with your IOT big data processing frameworks.

📈 high level wrapper for parallel univariate time series forecasting 📉

MODIS Assimilation and Processing Engine

Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

📈 PyTorch dual-attention LSTM-autoencoder for multivariate Time Series 📈

A framework for historical volatility estimation and analysis.

Analyzes chronological patterns present in time-series data and provides human-readable descriptions

A flexible data historian based on InfluxDB, Grafana, MQTT and more. Free, open, simple.

A Python interface between Earth Engine and xarray for processing time series data

R interface to Brazilian Central Bank web services

Using Kalman Filter to Predict Corona Virus Spread

[Implementation example] Attend and Diagnose: Clinical Time Series Analysis Using Attention Models

Barrage is an opinionated supervised deep learning tool built on top of TensorFlow 2.x designed to standardize and orchestrate the training and scoring of complicated models.

The official QuestDB website, database documentation and blog.

A data preprocessing package for time series data. Design for machine learning and deep learning.

Code used in the paper "Time Series Clustering via Community Detection in Networks"

A Keras library for multi-step time-series forecasting.

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

A repository for code accompanying the manuscript 'An Evaluation of Anomaly Detection and Diagnosis in Multivariate Time Series' (published at TNNLS)

GPU-Accelerated Deep Learning for Time Series using Modeltime GluonTS (Learning Lab 53). Event sponsors: Saturn Cloud, NVIDIA, & Business Science.

CentOS based Docker container for Time Series Analysis and Modeling.

Code for "Deep Signature Transforms" (NeurIPS 2019)

A fast, scalable and light-weight C++ Fréchet distance library, exposed to python and focused on (k,l)-clustering of polygonal curves.

super-monorepo for machine learning and algorithmic trading

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Time series competition data

Resources for working with time series and sequence data

Pairs trading strategy example based on Catalyst

Deep Convolutional Bidirectional LSTM for Complex Activity Recognition with Missing Data. Human Activity Recognition Challenge. Springer SIST (2020)

A well-tuned algorithm to generate & draw support/resistance line on time series. 根据时间序列自动生成支撑线压力线

KFAS: R Package for Exponential Family State Space Models

SVG time-series charting library

Occupancy detection of an office room from light, temperature, humidity and CO2 measurements

Real time sync from MongoDB into InfluxDB

ConvLSTM/ConvGRU (Encoder-Decoder) with PyTorch on Moving-MNIST

Investment portfolio and stocks analyzing tools for Python with free historical data

High-availability and horizontal scalability for InfluxDB

Causal Discovery for Python. Translation and extension of the Tetrad Java code.

Imputation of Financial Time Series with Missing Values and/or Outliers

Making SLOs with Prometheus manageable, accessible, and easy to use for everyone!

fast implementation of singular spectrum transformation (change point detection algorithm)

No description or website provided.

GluonTS Deep Learning with Modeltime

R package for statistical inference using partially observed Markov processes