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functime is published as Python package in PyPI. To install the latest functime release, run the following command:

pip install functime


functime comes with extra options. For example, to install functime with large-language model (LLM) and lightgbm features:

pip install "functime[llm,lgb]"
  • ann: To use ann (approximate nearest neighbors) forecaster. This leverages the excellent lancedb.
  • cat: To use catboost forecaster through catboost.
  • xgb: To use xgboost forecaster through xgboost.
  • lgb: To use lightgbm forecaster. lightgbm requires compilation (i.e., a compiler like cmake and libomp), so please refer to the installation instructions.
  • llm: To use the LLM-powered forecast analyst. This feature currently uses OpenAI's tokenizers and models.
  • plot: To use plotting functions. Powered by plotly.