Ross ROSS = Recommend OSS · open-source software intelligence for agents

Open-source time-series software

124 open-source libraries, tools and applications tagged time-series, ranked by how closely time-series is their primary purpose, then by adoption and maintenance health. Each entry links to a page with sources, use cases and when to choose or avoid it.

124 products, primary matches first, then adoption-weighted; health v2 shown.

ProductHealth v2StarsMaturity
timescale/timescaledb
TimescaleDB is an open-source PostgreSQL extension that adds native time‑series capabilities and high‑performance analytics. It provides au…
9823629active
influxdata/telegraf
Telegraf is an open-source agent for collecting, processing, aggregating, and writing metrics, logs, and other telemetry data. It ships as …
10017865stable
VictoriaMetrics/VictoriaMetrics
VictoriaMetrics is a fast, cost-effective, and scalable open-source time series database and monitoring solution written in Go. It supports…
9317800stable
questdb/questdb
QuestDB is an open-source, high-performance time-series database with a column-oriented, SIMD-vectorized SQL engine written in zero-GC Java…
9717440stable
statsmodels/statsmodels
Statsmodels is a Python library providing classes and functions for estimating statistical models, conducting hypothesis tests, and explori…
8511662stable
sktime
sktime is a unified Python framework for machine learning with time series, offering 500+ models behind a single scikit-learn-compatible AP…
9810062stable
unit8co/darts
Darts is a Python library for user-friendly time series forecasting and anomaly detection. It provides a unified scikit-learn-like fit/pred…
929533active
blue-yonder/tsfresh
tsfresh is a Python package that automatically extracts hundreds of features from time series using algorithms from statistics, signal proc…
749470stable
polakowo/vectorbt
VectorBT is a Python library for backtesting and analyzing trading strategies at scale, operating on pandas and NumPy objects accelerated b…
889175active
Apache IoTDB
Apache IoTDB is an open-source time-series database management system designed for industrial IoT, providing integrated collection, storage…
946420stable
timeseriesAI/tsai
tsai is an open-source deep learning library built on PyTorch and fastai for time series and sequential data tasks such as classification, …
786124active
amazon-science/chronos-forecasting
Chronos is a Python library providing pretrained foundation models for time series forecasting, including Chronos-2 which handles univariat…
915999active
awslabs/gluonts
GluonTS is a Python library for probabilistic time series modeling, focused on deep learning based forecasting models built on PyTorch. It …
825246stable
bukosabino/ta
A Python technical analysis library built on Pandas and NumPy that computes 43 financial indicators (volume, volatility, trend, momentum) f…
615236stable
sktime/pytorch-forecasting
A PyTorch-based Python library for time series forecasting with state-of-the-art deep learning architectures. It provides a high-level API …
884999active
Nixtla/statsforecast
StatsForecast is a Python library providing fast, scalable implementations of statistical and econometric univariate time series forecastin…
874938stable
M3
M3 is an open-source distributed metrics platform comprising a purpose-built time series database (M3DB), a metrics aggregator, a Prometheu…
874908stable
salesforce/Merlion
Merlion is a Python library from Salesforce providing an end-to-end machine learning framework for time series intelligence, covering forec…
104486active
NeuralProphet
NeuralProphet is a Python library for interpretable time series forecasting built on PyTorch, combining neural networks with traditional ti…
234301active
stumpy-dev/stumpy
STUMPY is a Python library that efficiently computes the matrix profile for time series, enabling fast nearest-neighbor subsequence searche…
844158stable
Nixtla/nixtla
Nixtla's TimeGPT is a production-ready pre-trained foundation model for time series forecasting and anomaly detection, accessed via a Pytho…
984019active
shankarpandala/lazypredict
Lazy Predict is a Python library that trains dozens of machine learning models with minimal code to quickly identify which algorithms perfo…
863352active
tslearn-team/tslearn
tslearn is a Python machine learning library dedicated to time series analysis, built on numpy and compatible with scikit-learn. It provide…
843183stable
thuml/Time-Series-Library
TSLib is an open-source Python library providing a unified codebase of advanced deep learning models for general time series analysis. It s…
6312923maintenance
hello245m/free-stockdb
A local-first quantitative data engine for China A-share daily/minute K-lines and ETF minute/tick data, combining incremental sync, cleanin…
772912active
armink/FlashDB
FlashDB is an ultra-lightweight embedded database written in C that provides two storage modes: a key-value database (KVDB) and a time-seri…
762860stable
yuqinie98/PatchTST
Official PyTorch implementation of PatchTST, an ICLR 2023 Transformer model for long-term time series forecasting based on patching and cha…
322719stable
KimMeen/Time-LLM
Time-LLM is the official PyTorch implementation of an ICLR 2024 paper that reprograms frozen large language models (Llama, GPT-2, BERT) for…
442707active
thuml/Autoformer
Autoformer is the official PyTorch implementation of the NeurIPS 2021 paper 'Autoformer: Decomposition Transformers with Auto-Correlation f…
322485stable
thuml/iTransformer
Official PyTorch implementation of iTransformer, an ICLR 2024 Spotlight paper that inverts the Transformer architecture for multivariate ti…
392225stable
uber/orbit
Orbit is a Python package for Bayesian time series forecasting and inference with an initialize-fit-predict interface. It uses probabilisti…
772079stable
WenjieDu/PyPOTS
PyPOTS is a Python toolbox for machine learning and data mining on partially-observed time series with missing values. It integrates 50+ st…
892072active
philipperemy/keras-tcn
A Keras/TensorFlow implementation of Temporal Convolutional Networks (TCN) with dilated causal convolutions, usable as a drop-in layer alte…
582011active
kwuking/TimeMixer
Official PyTorch implementation of TimeMixer, an ICLR 2024 model for time series forecasting using decomposable multiscale mixing. It has s…
421991active
Open-Falcon
Falcon+ (Open-Falcon) is an open-source, enterprise-level monitoring system written in Go, composed of multiple modules for metric collecti…
107231maintenance
johannfaouzi/pyts
pyts is a Python package for time series classification that provides preprocessing, transformation, and utility tools along with implement…
881879stable
CausalImpact
CausalImpact is an R package for estimating the causal effect of a designed intervention on a time series using Bayesian structural time-se…
621862stable
linkedin/greykite
Greykite is a Python time series forecasting library from LinkedIn built around its Silverkite algorithm, with support for trend, seasonali…
231856active
GestaltCogTeam/BasicTS
BasicTS is a Python benchmark library and toolkit for fair and scalable time series analysis, built on PyTorch. It supports forecasting, cl…
611826active
cnosdb/cnosdb
CnosDB is an open-source, cloud-native distributed time-series database written in Rust, supporting standard SQL, schemaless writes, and ou…
471759active
decisionintelligence/TFB
TFB is a comprehensive and fair benchmarking framework for time series forecasting methods, covering deep learning, machine learning, and s…
701753active
Informer
The official PyTorch implementation of Informer, an efficient Transformer architecture for long sequence time-series forecasting that won t…
416528maintenance
facebookresearch/Kats
Kats is a Python toolkit from Facebook's Infrastructure Data Science team for time series analysis, covering statistics, anomaly and change…
666497maintenance
alkaline-ml/pmdarima
pmdarima is a Python statistical library that brings R's auto.arima functionality to Python, wrapping statsmodels ARIMA/SARIMAX models behi…
811738active
NuPIC
NuPIC is Numenta's open-source machine intelligence platform implementing Hierarchical Temporal Memory (HTM), a computational theory of the…
236352maintenance
time-series-foundation-models/lag-llama
Lag-Llama is the first open-source foundation model for probabilistic time series forecasting, built on a transformer architecture. It prov…
341600active
SalesforceAIResearch/uni2ts
Uni2TS is a PyTorch library for unified pre-training, fine-tuning, inference, and evaluation of universal time series forecasting transform…
541599active
bashtage/arch
A Python library for financial econometrics providing ARCH/GARCH volatility models, unit root tests, cointegration analysis, bootstrapping,…
691588stable
skforecast
Skforecast is a Python library for time series forecasting that turns any scikit-learn compatible estimator (LightGBM, XGBoost, CatBoost, K…
921536active
filodb/FiloDB
FiloDB is a distributed, in-memory, Prometheus-compatible time series database written in Scala, designed for real-time ingestion of metric…
671468active
aeon-toolkit/aeon
aeon is a scikit-learn compatible Python toolkit for machine learning on time series, covering classification, regression, clustering, fore…
931457active
timescale/tsbs
TSBS is a Go-based benchmark suite for generating time series datasets and measuring read/write performance across many time series databas…
661454active
winedarksea/AutoTS
AutoTS is a Python library for automated time series forecasting, offering dozens of sklearn-style models (statistical, ML, deep learning) …
891429active
pykalman/pykalman
pykalman is a Python library implementing the Kalman Filter, Kalman Smoother, Unscented Kalman Filter, and EM algorithm for state estimatio…
691334active
jacksontj/promxy
Promxy is an aggregating proxy written in Go that makes multiple Prometheus shards appear as a single API endpoint. It merges duplicate tim…
931327active
cvxgrp/cvxportfolio
Cvxportfolio is an object-oriented Python library for portfolio optimization and back-testing, implementing the convex-optimization trading…
551300active
Nixtla/mlforecast
mlforecast is a Python framework for time series forecasting using any machine learning model with fit/predict methods, providing efficient…
941282active
nakabonne/tstorage
tstorage is a lightweight embedded time-series database storage engine written in Go, supporting both in-memory and on-disk persistence. It…
521254stable
wannesm/dtaidistance
A Python library for computing time series distances, most notably Dynamic Time Warping (DTW), with a fast C implementation exposed via Cyt…
841248stable
Razeeman/Android-SimpleTimeTracker
A simple, open-source Android app for tracking how much time is spent on various activities. It supports Wear OS, home-screen widgets, stat…
931216active
marsupialtail/quokka
Quokka is a lightweight distributed dataflow/query engine written in Python, built on Ray, DuckDB, Polars, and Arrow, designed for stateful…
231193active
functime-org/functime
functime is a Python library for production-ready global forecasting and time-series feature extraction on large panel datasets, built on l…
651188active
robjhyndman/forecast
The R package forecast provides methods and tools for displaying and analysing univariate time series forecasts, including exponential smoo…
841182stable
RRDtool
RRDtool is the industry-standard open-source tool for storing time-series data in fixed-size round-robin databases and generating graphs fr…
911117stable
fraunhoferportugal/tsfel
TSFEL is an open-source Python library for extracting features from time series signals across statistical, temporal, spectral, and fractal…
661105active
microsoft/TimeCraft
TimeCraft is a diffusion model-based framework for generating high-quality synthetic time series data across domains. It uses learned seman…
611091active
twitter/AnomalyDetection
An R package from Twitter that detects anomalies in time series and numeric vectors using the Seasonal Hybrid ESD (S-H-ESD) algorithm, robu…
103606maintenance
thuml/Large-Time-Series-Model
Official code, datasets, and checkpoints for Timer and Sundial, generative pre-trained Transformer foundation models for general time serie…
551020active
probml/dynamax
Dynamax is a Python library for probabilistic state space modeling built on JAX. It provides inference and learning algorithms for HMMs, li…
881010active
fslaborg/Deedle
Deedle is an easy-to-use .NET library for data frame and time series manipulation, designed for exploratory scientific programming in F# an…
771006active
cure-lab/LTSF-Linear
Official PyTorch implementation of LTSF-Linear (Linear, DLinear, NLinear) from the AAAI-23 paper 'Are Transformers Effective for Time Serie…
322520maintenance
influxdata/kapacitor
Kapacitor is an open-source framework for processing, monitoring, and alerting on time series data, part of the InfluxData TICK stack. It u…
952376maintenance
Flow Forecast
Flow Forecast is a PyTorch-based deep learning framework for time series forecasting, classification, and anomaly detection. It offers stat…
662302maintenance
RJT1990/pyflux
PyFlux is an open source Python library for time series analysis and forecasting, offering a broad range of models such as ARIMA, GARCH, GA…
322136maintenance
datamllab/tods
TODS is a full-stack automated machine learning system for outlier detection on multivariate time-series data, developed by DATA Lab at Ric…
321667maintenance
hfawaz/dl-4-tsc
Companion repository for the paper 'Deep learning for time series classification: a review', providing TensorFlow 2 implementations of nine…
321660maintenance
liyaguang/DCRNN
A TensorFlow implementation of the Diffusion Convolutional Recurrent Neural Network (DCRNN) from the ICLR 2018 paper on data-driven traffic…
321448maintenance
zalandoresearch/pytorch-ts
PyTorchTS is a PyTorch-based probabilistic time series forecasting library that uses GluonTS as its backend API for loading, transforming, …
231369maintenance
chickenbestlover/RNN-Time-series-Anomaly-Detection
A PyTorch implementation of an RNN-based time-series anomaly detector using a two-stage strategy of multi-step prediction followed by anoma…
321303maintenance
VeritasYin/STGCN_IJCAI-18
Reference implementation of Spatio-Temporal Graph Convolutional Networks (STGCN) from the IJCAI 2018 paper, a deep learning framework for t…
681244maintenance
arundo/adtk
ADTK is a Python package for unsupervised and rule-based anomaly detection in time series. It provides detectors, transformers, and aggrega…
231212maintenance
Plotly Resampler
A Python library that adds dynamic resampling to Plotly figures so large time series datasets remain interactive when panning and zooming. …
641209maintenance
khundman/telemanom
Telemanom is a Python framework that uses vanilla LSTMs (Keras/TensorFlow) to detect anomalies in multivariate time series sensor data, wit…
321200maintenance
influxdata/influxdb-java
The official Java client library for InfluxDB 1.x, an open source time series database. It supports querying via InfluxQL and a QueryBuilde…
511196maintenance
spark-timeseries
A Scala/Java/Python library for time series analysis on Apache Spark, providing distributed abstractions for large time series datasets plu…
321194maintenance
yahoo/egads
EGADS (Extensible Generic Anomaly Detection System) is an open-source Java library for automatically detecting anomalies, outliers, and cha…
321190maintenance
twosigma/flint
Flint is Two Sigma's open-source time series library for Apache Spark, built around a time series aware TimeSeriesRDD data structure. It pr…
321181maintenance
facette/facette
Facette is an open-source web application for visualizing time series data from sources like collectd, Graphite, InfluxDB, and KairosDB on …
231156maintenance
thuml/TimesNet
TimesNet is the official code release for the ICLR 2023 paper on temporal 2D-variation modeling for general time series analysis. It transf…
311118maintenance
RedisTimeSeries
RedisTimeSeries is a Redis module that adds a native time series data structure to Redis, supporting high-volume inserts, low-latency range…
961070maintenance
jsyoon0823/TimeGAN
Reference implementation of TimeGAN, a generative adversarial network framework for generating synthetic time-series data, published at Neu…
581064maintenance
thuml/Anomaly-Transformer
Official PyTorch implementation of the Anomaly Transformer model from the ICLR 2022 Spotlight paper on unsupervised time series anomaly det…
321042maintenance
Orion
Orion is a Python machine learning library for unsupervised time series anomaly detection, offering verified ML pipelines that flag rare pa…
731370experimental
square/cube
Cube is a system for collecting timestamped events and deriving metrics, built on MongoDB and Node.js, with time series visualization. It c…
103871abandoned
facebookarchive/beringei
Beringei is a high-performance, in-memory time series storage engine based on Facebook's Gorilla paper, usable as an embedded library or as…
103150abandoned
Kale
Skyline is a real-time anomaly detection system for passively monitoring hundreds of thousands of high-resolution time series metrics witho…
102128abandoned
killrweather/killrweather
KillrWeather is a Scala reference application demonstrating integration of Apache Spark Streaming, Apache Kafka, Apache Cassandra, and Akka…
321177abandoned
TDengine
TDengine is an open-source, cloud-native time-series database (TSDB) written in C, purpose-built for IoT, connected vehicles, industrial Io…
9025149active
autogluon/autogluon
AutoGluon is an AutoML library that automates machine learning on tabular data, time series, text, and images with just a few lines of Pyth…
9310766active
yzhao062/pyod
PyOD is the most comprehensive Python library for anomaly detection, offering 60+ detectors across tabular, time series, graph, text, image…
9610026stable

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