Time series Python 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.

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.

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 .

Matplotlib . This library is used for data visualization in various formats such as line plot, bar graph, heat maps, scatter plots, histogram etc. It contains all the graph related functionalities required from plotting to labelling.

For time series, it has libraries including NumPy, pandas, SciPy, scikit-learn, statsmodels, Matplotlib, datetime, Keras , and many more. In this article I provide a closer look at these fundamental time series libraries in Python.2 Kas 2021