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Nixtla / neuralforecast

Scalable and user friendly neural 🧠 forecasting algorithms.

Updated Sep 3, 2026
Python

skforecast / skforecast

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

Updated Sep 2, 2026
Python

FilippoMB / Time-series-classification-and-clustering-with-Reservoir-Computing

Star

Implement Reservoir Computing models for time series classification, clustering, forecasting, and much more!

machine-learning-algorithms echo-state-networks reservoir-computing time-series-clustering time-series-classification time-series-forecasting probabilistic-forecasting missing-data-imputation phase-space-reconstruction

Updated Mar 15, 2025
Python

OliverDOU776 / Few-step-probabilistic-glucose-forecasting-from-continuous-glucose-monitoring-and-meal-images

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Official research code for GlucoFlow: few-step multimodal probabilistic glucose forecasting.

pytorch multimodal-learning probabilistic-forecasting continuous-glucose-monitoring flow-matching glucose-forecasting

Updated Aug 20, 2026
Python

StatMixedML / LightGBMLSS

Star

An extension of LightGBM to probabilistic modelling

machine-learning lightgbm gamlss uncertainty-estimation mixture-density-model normalizing-flows prediction-intervals probabilistic-forecasting distributional-regression

Updated Aug 14, 2026
Python

PYFTS / pyFTS

Star

An open source library for Fuzzy Time Series in Python

python data-science time-series series fuzzy-rules econometrics forecasting interval fts fuzzy-sets forecasting-models time-series-analysis time-series-forecasting fuzzy-systems fuzzy-time-series probabilistic-forecasting series-models fuzzy-sets-syst

Updated Aug 2, 2024
Python

Rose-STL-Lab / dyffusion

Star

[NeurIPS 2023] A Dynamics-informed Diffusion Model for Spatiotemporal Forecasting

machine-learning deep-learning pytorch diffusion probabilistic-forecasting neurips spatiotemporal-forecasting diffusion-models pytorch-lightning ensemble-forecasts neurips-2023

Updated Oct 27, 2025
Python

FilippoMB / Ensemble-Conformalized-Quantile-Regression

Star

Valid and adaptive prediction intervals for probabilistic time series forecasting.

random-forest recurrent-neural-networks uncertainty-quantification frequentistic-confidence-intervals quantile-regression time-series-prediction frequentist-statistics time-series-forecasting ensemble-machine-learning conformal-prediction prediction-intervals probabilistic-forecasting

Updated Mar 15, 2025
Jupyter Notebook

aybchan / uber-time-series

Star

Bayesian time series prediction

deep-learning time-series pytorch probabilistic-forecasting

Updated Oct 12, 2020
Jupyter Notebook

APDTFlow is a modern and extensible forecasting framework for time series data that leverages advanced techniques including neural ordinary differential equations (Neural ODEs), transformer-based components, and probabilistic modeling. Its modular design allows researchers and practitioners to experiment with multiple forecasting models and easily

data-science machine-learning deep-learning time-series transformers neural-networks forecasting uncertainty-quantification time-series-analysis time-series-prediction time-series-forecasting conformal-prediction probabilistic-forecasting neural-ode temporal-convolutional-network pytorch-forecasting neural-ordinary-differential-equations

Updated Jun 14, 2026
Python

Rose-STL-Lab / u-cast

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[ICML 2026] U-Cast: A Surprisingly Simple and Efficient Frontier Probabilistic AI Weather Forecaster

probabilistic-forecasting weather-forecasting ensemble-forecasting

Updated Jun 5, 2026
Python

IoannisNasios / M5_Uncertainty_3rd_place

Star

M5 Uncertainty kaggle competition, 3rd place solution

neural-network kaggle kaggle-competition forecasting probabilistic-forecasting hierachical gbms

Updated Mar 12, 2024
Python

simon-hirsch / ondil

Star

A package for online distributional learning.

python machine-learning statistical-learning gam gamlss online-learning probabilistic-forecasting distributional-regression volatility-modeling location-scale-and-shape distributional-forecasting

Updated Jun 16, 2026
Python

honglinwen / Conditional-normalizing-flow-for-wind-power-forecasting

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Code for paper "Continuous and Distribution-free Probabilistic Wind Power Forecasting: A Conditional Normalizing Flow Approach" https://arxiv.org/abs/2206.02433

deep-learning probabilistic-forecasting wind-power-forecasting conditional-normalizing-flows

Updated Feb 22, 2025
Jupyter Notebook

salvaRC / erdm

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[NeurIPS 2025] Elucidated Rolling Diffusion Models for Probabilistic Weather Forecasting

uncertainty-quantification edm probabilistic-forecasting weather-forecasting diffusion-models neurips-2025

Updated Jan 8, 2026

pratham16cse / AggForecaster

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Code for "Coherent Probabilistic Aggregate Queries on Long-horizon Forecasts", IJCAI 2022

time-series time-series-forecasting probabilistic-forecasting transformer-architecture transformer-models long-range-forecasting

Updated May 27, 2022
Python

setrf / forecasterarena

Star

AI models competing in prediction markets. Reality as the ultimate benchmark. Seven frontier LLMs forecast real-world events through Polymarket. No memorization possible - only genuine forecasting ability.