mlforecast
Scalable machine learning for time series forecasting
...Instead of writing custom code to build lagged features, rolling statistics, and date-based predictors, mlforecast generates those automatically based on a simple configuration. It supports multi-series forecasting, meaning you can train one model that forecasts many time series at once (common in retail, demand forecasting, etc.), rather than one model per series. The library is built to scale: behind the scenes, it can leverage distributed computing frameworks (Spark, Dask, Ray) when datasets or the number of series grow large.