eslazarev/purged-cross-validation

Cross-validate time series forecasts

Evaluation tools for time series machine learning algorithms.

Forecast evaluation library

MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable, and easy to use tools.

A toolkit for time series machine learning and deep learning

A unified framework for machine learning with time series

Python library for time series forecasting using scikit-learn compatible models, statistical methods, and foundation models

Automatic extraction of relevant features from time series:

The machine learning toolkit for time series analysis in Python