Time Series Modeling - BKJackson/BKJackson_Wiki GitHub Wiki

Delorean

Delorean - a python library for enhancing DateTime. Delorean stands on the shoulders of giants pytz and dateutil. Delorean docs

from delorean import Delorean

d = Delorean()
d = d.shift('US/Eastern')
return d

Arrow

Arrow - Better dates and times for Python. Python library that offers a sensible and human-friendly approach to creating, manipulating, formatting and converting dates, times and timestamps.

PyFlux

PyFlux docs - a library for time series analysis and prediction.

PyTZ

PyTZ docs - World timezone definitions for python

Cross-validation for time series

Cross-validation for time series
R code for the time series plots - Gist

StatsModels - statistics in Python

StatsModels Module Index

Sequence learning

hmmlearn - set of algorithms for unsupervised learning and inference of Hidden Markov Models
seqlearn - sequence classification toolkit for Python, for supervised learning of HMMs and similar models

Bayesian Approaches

Bayesian Structural Time Series - Proposed by Scott and Varian in 2013, Bayesian structural time series is a powerful set of methods that cover a large class of time series models using the State Space representation of time series and Bayesian statistics.

CommPy - Digital Communication with Python - Includes turbo decoder
Plotting Trellis Diagrams with CommPy in Python
The Viterbi Algorithm - Illustrated!

Books with code

Forecasting: Principles and Practice - By Rob J Hyndman and George Athanasopoulos, online text with R code

Time Series Modeling - BKJackson/BKJackson_Wiki GitHub Wiki

Tutorials

GluonTS - Time Series Modeling in Python

TimeSeriesAI - tsai

Neural Network Approaches

Facebook Prophet