Modelling and Data Analysis
2024. Vol. 14, no. 2, 45–61
doi:10.17759/mda.2024140203
ISSN: 2219-3758 / 2311-9454 (online)
Review of Open-Source Libraries for Solving Time Series Forecasting Problems
Abstract
An overview of various open-source Python libraries for time series analysis and forecasting is presented. It covers such tools as Prophet, Kats, Merlion, as well as ARIMA, LSTM algorithms, which allow to study seasonality, trends and anomalies in time series data. The capabilities of each library, their advantages and applications in time series data analysis are discussed in detail.
General Information
Keywords: Python library, time series, open source, forecasting, trend, Prophet, Kats, Merlion
Journal rubric: Data Analysis
Article type: scientific article
DOI: https://doi.org/10.17759/mda.2024140203
Received: 08.04.2024
Accepted:
For citation: Svekolnikova E.A., Panovskiy V.N. Review of Open-Source Libraries for Solving Time Series Forecasting Problems. Modelirovanie i analiz dannikh = Modelling and Data Analysis, 2024. Vol. 14, no. 2, pp. 45–61. DOI: 10.17759/mda.2024140203. (In Russ., аbstr. in Engl.)
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