coreforecast

coreforecast is a Python library that provides fast C++ implementations of common forecasting routines, particularly useful for transforming time series data in a grouped fashion. It's often leveraged internally by higher-level Nixtla libraries like MLForecast, StatsForecast, and NeuralForecast to achieve high performance. The current version is 0.0.17, released on February 24, 2026. Given its 'Alpha' development status, releases appear to be on an as-needed basis rather than a fixed cadence.