Merlion - open-source machine learning library for time series - Forecasting

Paper - Merlion: A Machine Learning Library for Time Series

Key Notes

• From Salesforce another forecasting library
• Merlin includes classic statistical methods, tree ensembles, and deep learning methods. 
• Merlion implements many diverse models for both forecasting and anomaly detection

Forecasting Algos List

Univariate time series forecasting

• ARIMA (AutoRegressive Integrated Moving Average)
• SARIMA (Seasonal ARIMA)
• ETS (Error, Trend, Seasonality)
• Prophet
• Deep autoregressive LSTM

Multivariate forecasting models

• autoregression algorithm
• Vector Autoregression

Examples

Documentation

Orbit: A Python Package for Bayesian Forecasting

Orbit: Probabilistic Forecast with Exponential Smoothing

darts is a Python library for easy manipulation and forecasting of time series

Time Series Made Easy in Python

Keep Exploring!!!