Ivan Palomares Carrascosa has a list:
Fortunately, Python’s ecosystem has evolved to meet this demand. The landscape has shifted from purely statistical packages to a rich array of libraries that integrate deep learning, machine learning pipelines, and classical econometrics. But with so many options, choosing the right framework can be overwhelming.
This article cuts through the noise to focus on 5 powerhouse Python libraries designed specifically for advanced time series forecasting. We move beyond the basics to explore tools capable of handling high-dimensional data, complex seasonality, and exogenous variables. For each library, we provide a high-level overview of its standout features and a concise “Hello World” code snippet to familiarize yourself immediately.
Click through for an explanation of each of the five libraries.