The python ecosystem contains different packages that can be used to process time series.
The following list is by no means exhaustive, feel free to submit a pr if you miss something.
| Project Name | Description |
|---|---|
| PyFlux | Contains classical time series forecasting models |
| tsfresh | Extracts and filters features from time series, allowing supervised classificators and regressor to be applied to time series data |
| tspreprocess | A Python package to preprocess time series, still WIP |
| tslearn | This package contains direct time series classifiers and regressors |
| cesium | A time series platform with feature extraction aming for non uniformly sampled signals |
| hctsa | A Matlab based feature extraction which can be controlled from python |
| statsmodels | This econometrics package has a submodule with classical time series models and hypothesis tests |
| prophet | Time series forecasting for time series data that has multiple seasonality with linear or non-linear growth |
| pyDSE | This package contains ARMA models for Dynamic System Estimation |
| fecon235 | This package contains Computational tools for financial economics |