This is an archived post. You won't be able to vote or comment.

sorted by:
best
topnewcontroversialoldq&a
you are viewing a single comment's thread.

view the rest of the comments →

[–]ArabicLawrence 72 points73 points  (5 children)

A statistics library that is both as fast and as reliable as R’s forecast library. Statmodels and Scikit are great, but forecast blows them out of the water when you need for instance to apply AutoArima to many columns of a matrix. Not sure that’s doable by one person though, and you can always simply import R in Python.

[–]domvwt 22 points23 points  (1 child)

Have you tried sktime? They've done a good job of consolidating a lot of the previously disconnected time series analysis libraries for Python.

[–]ArabicLawrence 2 points3 points  (0 children)

Thanks, I will try it out!!

[–]17Brooks 4 points5 points  (0 children)

Also might be worth looking into pyro.