The forecast package in R is probably the best in class. And I say that as a data scientist who hates R and prefers Python. (In our production systems we someti

The forecast package in R is probably the best in class. And I say that as a data scientist who hates R and prefers Python. (In our production systems we sometimes call R through Python, because the things in forecast just don't exist in Python). Having said that, if you for some reason don't want to use R, sklearn/statsmodels have some forecasting stuff.