Time Series Python Packages

Data Visualisation

• plotly: Interactive time series charts.time series

Forecasting & Modeling

• statsmodels: ARIMA, SARIMA, state-space models, statistical tests for stationarity and autocorrelation.
• pmdarima: Auto-ARIMA model selection and diagnostics.
• prophet (by Meta): Decomposable additive models, handles trend, seasonality, and holidays easily.
• ruptures: Change point detection for time series.

Feature Engineering & Preprocessing

• tsfresh: Automatic feature extraction from time series for machine learning.
• featuretools: Feature engineering (can be used with time series if structured correctly).
• Scikit-Learn

Anomaly Detection

• pyod: Comprehensive library for outlier and anomaly detection (can be applied to time series).