😎Top of 6 libraries for time series analysis
Time series is an ordered sequence of points or features that are measured at identified time intervals and that represent a characteristic feature of process. There are some popular libraries for time series processing:
• Statsmodels is an open source library. Based on NumPy and SciPy. Statsmodel allows to build and analyze statistical models, including time series models. It also includes statistical tests, the ability to work with big data, etc.
• Sktime is an open source machine learning library in Python. It is designed specifically for time series analysis. Sktime includes special machine learning algorithms, is well suited for forecasting, and time series classification tasks.
• tslearn - a universal library designed for time series analysis using the Python language. It is based on the scikit-learn, numpy and scipy libraries. This library offers tools for preprocessing and feature extraction, as well as special models for clustering, classification, and regression.
• Tsfresh - this library is great for preparing data for a classic tabular form in order to formulate and solve problems of classification, forecasting, etc. With Tsfresh you can quickly select a large number of time series features, and then select only the necessary ones.
• Merlion is an open source library. It is designed to work with time series, mainly for forecasting and detecting collective anomalies. There is generic interface for most models and datasets. Allows quickly developing a model for solving common time series problems and testing it on various data sets.
• PyOD (Python Outlier Detection or PyOD) is a Python library that able to detect point anomalies or outliers in data. More than 30 algorithms are implemented in PyOD, ranging from classical algorithms such as Isolation Forest to methods recently presented in scientific articles, such as COPOD and others. PyOD also allows to combine outlier search models into ensembles to improve the quality of problem solving. The library is simple and straightforward, and the examples in the documentation detail how it can be used.