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pytorch-forecasting

PyTorch library for time series forecasting with neural network architectures

Stars
5k
License
MIT
Last commit
Nov 2026
Last release
Jun 2026
Language
Python
Stars, last 29 weeks+173
22 Apr 2026: 4,838 stars29 Apr 2026: 4,851 stars6 May 2026: 4,857 stars13 May 2026: 4,869 stars20 May 2026: 4,875 stars27 May 2026: 4,881 stars3 Jun 2026: 4,890 stars10 Jun 2026: 4,898 stars17 Jun 2026: 4,907 stars24 Jun 2026: 4,912 stars1 Jul 2026: 4,921 stars8 Jul 2026: 4,926 stars15 Jul 2026: 4,934 stars22 Jul 2026: 4,945 stars29 Jul 2026: 4,947 stars5 Aug 2026: 4,956 stars12 Aug 2026: 4,959 stars19 Aug 2026: 4,963 stars26 Aug 2026: 4,969 stars2 Sept 2026: 4,971 stars9 Sept 2026: 4,978 stars16 Sept 2026: 4,985 stars23 Sept 2026: 4,990 stars30 Sept 2026: 4,997 stars7 Oct 2026: 4,998 stars14 Oct 2026: 5,001 stars21 Oct 2026: 5,003 stars28 Oct 2026: 5,007 stars4 Nov 2026: 5,009 stars11 Nov 2026: 5,011 stars

4,838 on 22 Apr 20265,011 on 11 Nov 2026

From GitHub's daily star counts.

Checked on GitHub.

Overview

Python package that trains deep learning forecasting models on pandas DataFrames through a TimeSeriesDataSet class and PyTorch Lightning. It includes Temporal Fusion Transformer, N-BEATS, N-HiTS, DeepAR, PatchTST, LSTM/GRU and MLP baselines, plus multi-horizon metrics and Optuna hyperparameter tuning. Training runs on CPU or on one or more GPUs, with TensorBoard logging.

Who it is for: ML engineers and researchers building neural time series forecasters

Strengths

  • TimeSeriesDataSet handles transformations, missing values and variable history lengths
  • Ships TFT, N-BEATS, N-HiTS, DeepAR and PatchTST with interpretation plots
  • Lightning-based training on CPU, single or multi-GPU with TensorBoard logging
  • Built-in Optuna tuning and a tutorial for implementing custom models

Weaknesses

  • Forecasting only; no general-purpose model or LLM support
  • Requires PyTorch and Lightning; Windows needs a manual PyTorch install step
  • Input must be a pandas DataFrame with integer time index and string series IDs
  • Model set is limited to the listed architectures plus custom implementations

What it needs

  • GPU optional
  • Needs PyTorch, PyTorch Lightning, pandas, Optuna, TensorBoard
  • Models: Temporal Fusion Transformer, N-BEATS, N-HiTS, DeepAR, PatchTST

What changed

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

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