Shypd.aiThe largest open index of AI toolsfunctime is an open-source Python library for time-series machine learning. It uses Polars for embarrassingly parallel feature extraction and forecasting on large panel datasets.
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functime is a powerful Python library designed for production-ready global forecasting and time-series feature extraction on large panel datasets. Leveraging Polars, it achieves embarrassingly parallel processing for efficiency and speed, allowing users to forecast and extract features across 100,000 time series in seconds. The library includes comprehensive time-series preprocessing capabilities like Box-Cox and differencing, cross-validation splitters (expanding and sliding window), and various forecast metrics such as MASE and SMAPE. All these functionalities are optimized as lazy Polars transforms. Additionally, functime supports exogenous features, automated lags, hyperparameter tuning using FLAML, and even comes with a specialized LLM agent to analyze and compare forecasts.
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