timeseries-analysis

Statsmodels: statistical modeling and econometrics in Python

CeresDB is a high-performance, distributed, cloud native time-series database.

A professionally curated list of awesome resources (paper, code, data, etc.) on transformers in time series.

A Python library for detecting patterns and anomalies in massive datasets using the Matrix Profile

GRASS GIS - free and open source Geographic Information System (GIS)

Anomaly detection

Predict time-series with one line of code.

A professional list of Papers, Tutorials, and Surveys on AI for Time Series in top AI conferences and journals.

Python implementation of k-Shape

If you can measure it, consider it predicted

API for manipulating time series on top of Apache Spark: lagged time values, rolling statistics (mean, avg, sum, count, etc), AS OF joins, downsampling, and interpolation

ML based projects such as Spam Classification, Time Series Analysis, Text Classification using Random Forest, Deep Learning, Bayesian, Xgboost in Python

A simple and flexible code for Reservoir Computing architectures like Echo State Networks

Timeseries Anomaly detection and Root Cause Analysis on data in SQL data warehouses and databases

This tool should help discover different patterns based on similarity measures in historical (financial) data

trend / momentum and other patterns in financial timeseries

Contains an implementation (sklearn API) of the algorithm proposed in "GENDIS: GEnetic DIscovery of Shapelets" and code to reproduce all experiments.

golang library for computing matrix profiles along with other time series analysis features

Illegal insider trading of stocks is based on releasing non-public information (e.g., new product launch, quarterly financial report, acquisition or merger plan) before the information is made public. Detecting illegal insider trading is difficult due to the complex, nonlinear, and non-stationary nature of the stock market. In this work, we pres…

A library for Time Series EDA (exploratory data analysis)