skforecast (pypi): Forecasting time series with scikit-learn regressors. It also works with any regressor compatible with the scikit-learn API (pipelines, CatBoost, LightGBM, XGBoost, Ranger...).
Keywords: autoregressive-forecasters|backtesting-forecasters|data-science|direct-forecasting|exogenous-predictors|forecasting|machine-learning|multi-series-forecasting|multi-step-forecasters|multi-step-forecasting|multiple-time-series-forecasting|python|quantile-forecasting|scikit-learn|series-forecasting|series-temporales|time-series|weighted-time-series-forecasting