25 years of open source forecasting software

 

IIF Workshop on Open Source Forecasting, Beihang University: 25-27 June 2025

Slides

Download pdf

Top 10 most downloaded R packages

1. forecast
2. bsts
3. vars
4. prophet
5. smooth
6. fabletools
7. fable
8. greybox
9. hts
10. thief

R packages for forecast reconciliation

• fable
• FoReco
• hts
• thief

Python packages with statistical forecasting models

• aeon
• Darts
• GluonTS
• Merlion
• pmdarima
• sktime
• StatsForecast
• statsmodels

Python packages with ML forecasting methods

• aeon
• Darts
• GluonTS
• Kats
• Merlion
• MLForecast
• NeuralForecast
• NeuralProphet
• SKForecast
• sktime

Python packages for forecast reconciliation

• Darts
• hierarchicalforecast
• pyhts
• sktime

Foundation forecasting models

• Chronos
• Lag-Llama
• Moirai
• MOMENT
• Time-LLM
• Time-MOE
• TimeGPT
• TimesFM
• TinyTimeMixer
• UniTS

Forecasting data

• Monash time series forecasting repository

Books

• Forecasting: principles & practice, 2nd ed, Hyndman & Athanasopoulos, 2018 – using the forecast package for R
• Forecasting: principles & practice, 3rd ed, Hyndman & Athanasopoulos, 2021 – using the tsibble, feasts and fable packages for R
• Forecasting: principles & practice, the Pythonic way, Hyndman, Athanasopoulos, Garza, Challu, Mergenthaler, Olivares, 2025 – using the Nixtla Python packages
• Forecasting and Analytics with the Augmented Dynamic Adaptive Model (ADAM), Svetunkov, 2025 – using the smooth and greybox packages for R