{"repo":"functime-org/functime","free":true,"listed":false,"github":"https://github.com/functime-org/functime","clone":"git clone https://github.com/functime-org/functime.git","description":"Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.","language":"Python","stars":1181,"topics":["forecasting","machine-learning","python","time-series","polars","feature-engineering","panel-data"],"license":"Apache-2.0","category":"machine-learning","readme_excerpt":"Time-series machine learning at scale --- functime is a powerful Python library for production-ready global forecasting and time-series feature extraction on large panel datasets . functime also comes with time-series preprocessing (box-cox, differencing etc), cross-validation splitters (expanding and sliding window), and forecast metrics (MASE, SMAPE etc). All optimized as lazy Polars transforms. Join us on Discord! Highlights - Fast: Forecast and extract features (e.g. tsfresh, Catch22) across 100,000 time series in seconds on your laptop - Efficient: Embarrassingly parallel feature engineering for time-series using Polars - Battle-tested: Machine learning algorithms that deliver real business impact and win competitions - Exogenous features: supported by every forecaster - Backtesting with expanding window and sliding window splitters - Automated lags and hyperparameter tuning using FLAML Additional Highlights functime comes with a specialized LLM agent to analyze, describe, and compare your forecasts. Check out the walkthrough here. Getting Started Install functime using uv (recommended) or pip: functime comes with extra options. For example, to install functime with large-language model (LLM) and lightgbm features: - cat : To use catboost forecaster - xgb : To use xgboost forecaster - lgb : To use lightgbm forecaster - llm : To use the LLM-powered forecast analyst Forecasting View the full walkthrough on forecasting here. Feature Extraction functime comes with over 100+ ","default_branch":null,"files":null,"tree":[],"storefront":"/r/functime-org","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/functime-org/functime/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}