This curated list contains python packages for time series analysis
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README.md

Using python to work with time series data

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.

Machine learning, statistics, analytics

Libraries

Project Name Description
Arrow A sensible, human-friendly approach to creating, manipulating, formatting and converting dates, times, and timestamps
cesium Time series platform with feature extraction aming for non uniformly sampled signals
fecon235 Computational tools for financial economics
hctsa Matlab based feature extraction which can be controlled from python
Nitime Timeseries analysis for neuroscience data
prophet Time series forecasting for time series data that has multiple seasonality with linear or non-linear growth
pyDSE ARMA models for Dynamic System Estimation
PyFlux Classical time series forecasting models
statsmodels Econometrics package has a submodule for classical time series models and hypothesis tests
TensorFlow-Time-Series-Examples Time Series Prediction with tf.contrib.timeseries
Traces A library for unevenly-spaced time series analysis
tsfresh Extracts and filters features from time series, allowing supervised classificators and regressor to be applied to time series data
tslearn Direct time series classifiers and regressors
tspreprocess Preprocess time series (resampling, denoising etc.), still WIP

Examples or singular models

Project Name Description
LSTM-Neural-Network-for-Time-Series-Prediction LSTM based forecasting model
LSTM_tsc An LSTM based time-series classification neural network
shapelets-python Shapelet Classifier based on a multi layer neural network
UCR_Time_Series_Classification_Deep_Learning_Baseline Fully Convolutional Neural Networks for state-of-the-art time series classification

Data sets

Project Name Description
ecmwf_models Readers and converters for climate reanalysis data
pandas-datareader Pulls financial data from different sources (e.g. yahoo, google, Quandl)

Databases, frameworks

Project Name Description
artic High performance datastore for time series and tick data
automl_service Fully automated time series classification pipeline, deployed as a web service
cesium Time series platform with feature extraction aming for non uniformly sampled signals
thunder scalable analysis of image and time series data in python based on spark
whisper File-based time-series database format

Discussion

We would like to trigger a homogenization of the formats which are used in the python time series community, please see the concept page