StatsForecast
Fast forecasting with statistical and econometric models
...It is designed not just for academic experiments but for production-level time-series forecasting, meaning it handles forecasting for many series at once, efficiently, reliably, and with minimal overhead. The library implements a broad set of models, including AutoARIMA, ETS, CES, Theta, plus a battery of benchmarking and baseline methods, giving users flexibility in selecting forecasting approaches depending on data characteristics (trend, seasonality, intermittent demand, etc.). Its internal implementation leverages numba to compile performance-critical code to optimized machine-level instructions, which makes the models much faster than many traditional Python counterparts.