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gluonts

Python library for probabilistic time series forecasting with PyTorch models

Stars
5.3k
License
Apache-2.0
Last commit
Oct 2026
Last release
Jul 2026
Language
Python
Stars, last 29 weeks+116
21 Apr 2026: 5,144 stars28 Apr 2026: 5,150 stars5 May 2026: 5,157 stars12 May 2026: 5,164 stars19 May 2026: 5,167 stars26 May 2026: 5,174 stars2 Jun 2026: 5,176 stars9 Jun 2026: 5,178 stars16 Jun 2026: 5,181 stars23 Jun 2026: 5,182 stars30 Jun 2026: 5,193 stars7 Jul 2026: 5,197 stars14 Jul 2026: 5,203 stars21 Jul 2026: 5,207 stars28 Jul 2026: 5,208 stars4 Aug 2026: 5,210 stars11 Aug 2026: 5,212 stars18 Aug 2026: 5,215 stars25 Aug 2026: 5,217 stars1 Sept 2026: 5,222 stars8 Sept 2026: 5,227 stars15 Sept 2026: 5,230 stars22 Sept 2026: 5,235 stars29 Sept 2026: 5,240 stars6 Oct 2026: 5,242 stars13 Oct 2026: 5,244 stars20 Oct 2026: 5,247 stars27 Oct 2026: 5,251 stars3 Nov 2026: 5,258 stars10 Nov 2026: 5,260 stars

5,144 on 21 Apr 20265,260 on 10 Nov 2026

From GitHub's daily star counts.

Checked on GitHub.

Overview

GluonTS is a Python package for training and evaluating probabilistic time series models, focused on deep learning and built on PyTorch. The README example trains a DeepAR estimator on the AirPassengers dataset and plots forecasts with 50% and 90% prediction intervals. It includes a pandas dataset wrapper and train/test splitting utilities.

Who it is for: Data scientists and ML engineers building forecasting models in Python

Strengths

  • Forecasts are probability distributions with prediction intervals, not only point estimates
  • Provides PandasDataset and a split utility for backtest windows
  • Installs from PyPI with a torch extra; supports Python 3.10 to 3.14
  • Stable and dev docs plus several conference tutorials with videos

Weaknesses

  • Library only: requires writing Python, no UI or server component
  • README shows only DeepAR; the full model list is in the docs
  • Pretrained zero-shot forecasting lives in a separate project, Chronos
  • Torch models need the optional gluonts[torch] extra

What it needs

  • Needs PyTorch, pandas, matplotlib
  • Models: DeepAR, PyTorch

What changed

  1. v0.17.0 ↗ (opens in a new tab)Security fix

    “[Security] Resolve security issue for torch.load by @jalencato in https://github.com/awslabs/gluonts/pull/3304”

  2. v0.16.3 ↗ (opens in a new tab)Security fix

    “[Security] Resolve security issue for torch.load #3304”

From the release notes. No flag means the note does not say so, not that the upgrade is safe.

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