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neural_prophet

PyTorch time series forecasting library inspired by Facebook Prophet and AR-Net

Stars
4.3k
License
MIT
Last commit
Oct 2026
Last release
Jun 2024
Language
Python

Missed the latest GitHub check; these facts may be older.

Overview

NeuralProphet is a Python library for interpretable time series forecasting, built on PyTorch. It combines Prophet-style components (piecewise linear trend, Fourier seasonality, holidays and events) with autoregression and lagged or future regressors that can be linear or neural networks. It supports multiple series with global or 'glocal' components and quantile-based uncertainty.

Who it is for: Data scientists building interpretable time series forecasts in Python

Strengths

  • Prophet-like API: fit, predict and plot forecasts and components in a few lines
  • Autoregression and lagged or future regressors can be linear or neural (AR-Net)
  • Global and 'glocal' modelling across multiple series, plus quantile regression
  • Includes cross-validation utility, checkpointing and regularization of components

Weaknesses

  • README says it is still in beta and may not be most accurate out of the box
  • Docs page may be out of date; README points to docstrings instead
  • README recommends higher-frequency data covering at least two full periods
  • Last release is 2024-06-21; logistic growth trend still listed as coming soon

What it needs

  • Needs PyTorch, Python 3.9+
  • Models: Prophet-style trend and seasonality, AR-Net autoregression, Quantile regression

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