I love to see more time series models becoming available in an easy-to-use format. There's always been such a gap between what is possible and what is convenient to use, much moreso than with other kinds of models.
This was also one of the areas where R always had better options than Python, but that seems to be gradually changing as well.
Darts looks very thorough and user-friendly, it makes me really want to work on a forecasting project!
It might be very helpful to readers/users if you could add a section to your documentation comparing Darts to Tslearn [0] (edit, and Sktime [1]), which already has a lot of time series models with the Scikit-learn style interface.
It would also be helpful to have some kind of writeup that explains the TimeSeries data structure and why you use that, instead of just a Series/DataFrame.
Finally - you really shouldn't say "non-Facebook alternative", because your Prophet implementation is literally a wrapper around Facebook's Prophet library. If anything, I suggest moving the Prophet, Torch, and Pmdarima dependencies to setuptools "extras", so you don't force the users to depend on those projects.
Thanks for the feedback, I absolutely agree about the need for easy-to-use tools for dealing with time series. This is exactly the motivation that prompted us to work on Darts initially.
I like your suggestions of adding comparison to the few other libraries out there, as well as explaining the need for having our own TimeSeries data structure. We should try to do that sometime soon.
Concerning dependencies, we already have some dependencies as extras. "pip install darts" will install everything, but "pip install u8darts" will install only the core (without Prophet and pmdarima), or "pip install u8darts[torch]" only the core+pytorch models.
This was also one of the areas where R always had better options than Python, but that seems to be gradually changing as well.
Darts looks very thorough and user-friendly, it makes me really want to work on a forecasting project!
It might be very helpful to readers/users if you could add a section to your documentation comparing Darts to Tslearn [0] (edit, and Sktime [1]), which already has a lot of time series models with the Scikit-learn style interface.
It would also be helpful to have some kind of writeup that explains the TimeSeries data structure and why you use that, instead of just a Series/DataFrame.
Finally - you really shouldn't say "non-Facebook alternative", because your Prophet implementation is literally a wrapper around Facebook's Prophet library. If anything, I suggest moving the Prophet, Torch, and Pmdarima dependencies to setuptools "extras", so you don't force the users to depend on those projects.
[0]: https://tslearn.readthedocs.io/en/stable/index.html
[1]: https://news.ycombinator.com/item?id=28155384