This folder contains libraries directly distributed with, and maintained by, sktime.

• fracdiff - a package implementing fractional differentiation of time series, a la "Advances in Financial Machine Learning" by M. Prado. Unofficial fork of abandoned package from July 2024, see issue 6700.

• granite_ttm - a package implementing TinyTimeMixer. Unofficial fork of package which is not available on pypi.

• pykalman - a package implementing the Kálmán Filter and variants. Unofficial fork of abandoned package from June 2024 onwards, see pykalman issue 109.

• uni2ts - a package implementing the MOIRAIForecaster. Unofficial fork of the package with minimal dependencies and code specific to the forecaster. Official package available at pypi.

• vmdpy - a package implementing Variational Mode Decomposition. Official fork, vmdpy is maintained in sktime since August 2023.

This folder contains also some private snippets from other libraries, in folders starting with underscore. These should not be accessed by users of sktime directly.

• _aws_fortuna-enbpi - Parts of the EnbPI class from aws-fortuna. The installation of the original package is not working due to dependency mismatches.