zachmayer/cv.ts

Tidy time series forecasting

fable extension for the prophet forecasting procedure

Forecast evaluation library

Forecasting Functions for Time Series and Linear Models

scikit-learn-compatible time-series cross-validation: purging, embargo, combinatorial purged CV, and deflated Sharpe ratios

Utilities for Scoring and Assessing Predictions

[PVLDB 2024 Best Paper Nomination] TFB: Towards Comprehensive and Fair Benchmarking of Time Series Forecasting Methods

The set of functions used for time series analysis and in forecasting.

A Fair and Scalable Time Series Forecasting Benchmark and Toolkit.