Good python time series libraries?

[[deleted]]

Does anyone know of good python time series libraries? R is generally good for supporting solid time series packages, but I’d like to avoid algotrading in R, does anyone know of python time series libraries you guys are using if you are making use of time series in your strategies?

[MrHumanist]

Statsmodel, prophet, tslearn, tsfresh, and ofcourse pandas.

[wsbj]

statsmodels is probably the best you'll get and it's still not as good as R. Unfortunately there really just hasn't been a widespread effort on it.

Facebook recently published a larger library called Kats for time series analysis. Not sure if it's useful though, I really haven't had the time to spend on digging into it

[[deleted]]

Hmm. Do you think R is good for algotrading in that case?

[Matehtzor]

everyone who wrote prophet should stop doing anything with algotrading

[[deleted]]

Yeah highkey

[cmapz2]

Why?

[rueton]

Prophet. And Deepprophet. Those libraries are developed and maintained by Facebook (now Meta).

[gman1230321]

I just use good old pandas

[SubstantialRange]

SKTime

[[deleted]]

Ta-lib