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 aiming for non uniformly sampled signals
GENDIS	Shapelet discovery by genetic algorithms
fecon235	Computational tools for financial economics
ffn	financial function library
flint	A Time Series Library for Apache Spark
hctsa	Matlab based feature extraction which can be controlled from python
khiva-python	A Time Series library with accelerated analytics on GPUS, it provides feature extraction and motif discovery among other functionalities.
Nitime	Timeseries analysis for neuroscience data
Pastas	Timeseries analysis for hydrological 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
pyramid	port of R's auto.arima method to Python
seglearn	Extends the scikit-learn pipeline concept to sequence data
statsmodels	Contains 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
ta-lib	Calculate technical indicators for financial time series (python wrapper around TA-Lib)
ta	Calculate technical indicators for financial time series
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
WTTE-RNN	Time to Event forecast by RNN based Weibull density estimation

Data sets

Project Name	Description
awesome-public-datasets	This huge list of public datasets also has a section on time series datasets
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

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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