I'm looking for a Python alternative to R's ETS() from forecast().

It's my understanding that ETS() is one of the best performing forecasting program and I would like to use it. However I am extremely uncomfortable using R and I already have all my data cleaned and set up in Python.

Does anyone know any other packages similar to ETS?

  • $\begingroup$ It would be better to ask this over on StackOverflow. Technically this type of question is no longer allowed on CV, it is too programming focused. That said, last time I checked exponential smoothing/Forecasting are on the to-do list for statsmodels. $\endgroup$
    – Fraijo
    Jul 30, 2014 at 18:58
  • $\begingroup$ Sorry, I would have had I known. In fact I would have preferred to have asked on StackOverflow but I thought I would get told off and asked to post here haha! $\endgroup$ Jul 30, 2014 at 20:06
  • $\begingroup$ I think there is exponential smoothing in Pandas. It would probably be easiest to tag a SO question with Pandas (they are very active over there). $\endgroup$
    – Fraijo
    Jul 30, 2014 at 20:33

1 Answer 1


There is an open PR to add full ETS functionality to statsmodels here. I ran out of steam trying to code up all the heuristics for optimization that Hyndman suggests to make it less fragile. If someone wants to take up the torch here, I have some uncommitted code and thoughts on how to proceed.

  • 1
    $\begingroup$ This has been pull requested in. $\endgroup$
    – AZhao
    Oct 17, 2018 at 19:11

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