Time series feature extraction Library

Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects . It works best with time series that have strong seasonal effects and several seasons of historical data.

Gluon Time Series (GluonTS) is the Gluon toolkit for probabilistic time series modeling, focusing on deep learning-based models .

PyCaret is an open-source, low-code machine learning library in Python that automates machine learning workflows .

ARIMA is a form of regression analysis that indicates the strength of a dependent variable relative to other changing variables . The final objective of the model is to predict future time series movement by examining the differences between values in the series instead of through actual values.