GreyKite

Greykite is an open source Python library developed to support LinkedIn’s forecasting needs and offer long- and short-term predictive analytics. Its main forecasting algorithm, called Silverkite, is automated making it suitable for interactive and automated forecasting at scale and resource planning, performance management, optimization, and ecosystem insight generation.

The Greykite Python library provides exploratory plots and templates for tuning, which define regressors based on data characteristics and forecast requirements like hourly short-term forecast and daily long-term forecast. Customization of model templates for algorithms lets users label (and specify whether to ignore or adjust) known anomalies.

It is extensible to multiple algorithms, and facilitates benchmarking them through a single interface. Currently, Greykite also supports Facebook Prophet.