PyTimeTK

Time series easier, faster, more fun. Pytimetk.

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1 Introducing pytimetk: Simplifying Time Series Analysis for Everyone

Time series analysis is fundamental in many fields, from business forecasting to scientific research. While the Python ecosystem offers tools like pandas, they sometimes can be verbose and not optimized for all operations, especially for complex time-based aggregations and visualizations.

Enter pytimetk. Crafted with a blend of ease-of-use and computational efficiency, pytimetk significantly simplifies the process of time series manipulation and visualization. By leveraging the polars backend, you can experience speed improvements ranging from 3X to a whopping 3500X. Let’s dive into a comparative analysis.

Features/Properties	pytimetk	pandas (+matplotlib)
Speed	🚀 3X to 3500X Faster	🐢 Standard
Code Simplicity	🎉 Concise, readable syntax	📜 Often verbose
`plot_timeseries()`	🎨 2 lines, no customization	🎨 16 lines, customization needed
`summarize_by_time()`	🕐 2 lines, 13.4X faster	🕐 6 lines, 2 for-loops
`pad_by_time()`	⛳ 2 lines, fills gaps in timeseries	❌ No equivalent
`anomalize()`	📈 2 lines, detects and corrects anomalies	❌ No equivalent
`augment_timeseries_signature()`	📅 1 line, all calendar features	🕐 29 lines of `dt` extractors
`augment_rolling()`	🏎️ 10X to 3500X faster	🐢 Slow Rolling Operations
polars `.tk` plotting	✅ Plot directly on `pl.DataFrame` (`plot_timeseries`, `plot_anomalies`, `plot_correlation_funnel`, …)	❌ pandas-only accessor
polars `.tk` accessor	✅ Core, feature, and plotting helpers available via `.tk` on pandas/polars	❌ N/A
Feature store & caching (beta)	🗃️ Persist, version, and reuse feature sets (with optional MLflow logging)	❌ Manual recompute, no metadata lineage
GPU acceleration (beta)	⚡ Optional RAPIDS-powered pipelines with automatic CPU fallback	❌ CPU only

As evident from the table, pytimetk is not just about speed; it also simplifies your codebase. For example, summarize_by_time(), converts a 6-line, double for-loop routine in pandas into a concise 2-line operation. And with the polars engine, get results 13.4X faster than pandas!

Similarly, plot_timeseries() dramatically streamlines the plotting process, encapsulating what would typically require 16 lines of matplotlib code into a mere 2-line command in pytimetk, without sacrificing customization or quality. And with plotly and plotnine engines, you can create interactive plots and beautiful static visualizations with just a few lines of code.

For calendar features, pytimetk offers augment_timeseries_signature() which cuts down on over 30 lines of pandas dt extractions. For rolling features, pytimetk offers augment_rolling(), which is 10X to 3500X faster than pandas. It also offers pad_by_time() to fill gaps in your time series data, and anomalize() to detect and correct anomalies in your time series data.

Join the revolution in time series analysis. Reduce your code complexity, increase your productivity, and harness the speed that pytimetk brings to your workflows.

Explore more at our pytimetk homepage.

2 Installation

Install the latest stable version of pytimetk using pip:

pip install pytimetk

Alternatively you can install the development version:

pip install --upgrade --force-reinstall git+https://github.com/business-science/pytimetk.git

3 Quickstart:

This is a simple code to test the function summarize_by_time:

import pytimetk as tk
import pandas as pd

df = tk.datasets.load_dataset('bike_sales_sample')
df['order_date'] = pd.to_datetime(df['order_date'])

df \
    .groupby("category_2") \
    .summarize_by_time(
        date_column='order_date', 
        value_column= 'total_price',
        freq = "MS",
        agg_func = ['mean', 'sum'],
        engine = "polars"
    )

3.1 What’s New in pytimetk 2.1.0

GPU acceleration (Beta) unlocks optional NVIDIA RAPIDS support for feature engineering (lags, diffs, leads, rolling/expanding statistics, finance indicators, etc.) and Polars lazy pipelines with automatic CPU fallback.
Works with polars.LazyFrame.collect(engine="gpu"); set PYTIMETK_POLARS_GPU=0 if you need to force CPU execution.
pytimetk.utils.gpu_support exposes helpers such as is_cudf_available() and is_polars_gpu_available() so you can assert runtime readiness.
CPU-only environments run unchanged because GPU acceleration remains fully opt-in.

Enable GPU support

pip install pytimetk[gpu] --extra-index-url=https://pypi.nvidia.com
pip install "polars[gpu]" --extra-index-url=https://pypi.nvidia.com

See the GPU acceleration guide for environment validation commands, supported APIs, and current limitations.

3.2 What’s New in pytimetk 2.0.0

Added polars .tk accessor support for plotting helpers (plot_timeseries, plot_anomalies, plot_anomalies_decomp, plot_anomalies_cleaned, plot_correlation_funnel).
Polars users can now call these functions directly on pl.DataFrame objects via the .tk accessor; results mirror the pandas interface (Plotly Figure or plotnine ggplot).
See the change log for more details.

3.3 Feature Store & Caching (Beta)

Beta

The Feature Store is currently released as a Beta capability. APIs, configuration options, and storage formats may change in upcoming releases. Please share feedback or issues so we can stabilize it quickly.

Persist expensive feature engineering steps once and reuse them everywhere. Register a transform, build it on a dataset, and reload it in any notebook or job with automatic versioning, metadata, and cache hits.

import pandas as pd
import pytimetk as tk

df = tk.load_dataset("bike_sales_sample", parse_dates=["order_date"])

store = tk.FeatureStore()

store.register(
    "sales_signature",
    lambda data: tk.augment_timeseries_signature(
        data,
        date_column="order_date",
        engine="pandas",
    ),
    default_key_columns=("order_id",),
    description="Calendar signatures for sales orders.",
)

result = store.build("sales_signature", df)
print(result.from_cache)  # False first run, True on subsequent builds

Supports local disk or any pyarrow filesystem (e.g., s3://, gs://) via the artifact_uri parameter, plus optional file-based locking for concurrent jobs.
Optional MLflow helpers capture feature versions and artifacts with your experiments for reproducible pipelines.

4 Documentation

Get started with the pytimetk documentation

5 🏆 More Coming Soon…

We are in the early stages of development. But it’s obvious the potential for pytimetk now in Python. 🐍

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To make requests, please see our Project Roadmap GH Issue #2. You can make requests there.
Want to contribute? See our contributing guide here.

6 ⭐️ Star History

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