Facebook Prophet is highly popular for time-series forecasting. Let me show you why I am not a big fan and what else you can use.
Time Series Analysis
CUSUM is arguably the simplest algorithm for change point detection problems as in IoT or finance applications.
A quick Jupyter notebook about LSTMs and Copulas using tensorflow probability.
Who says that the GARCH conditional distribution needs to be Gaussian?
Yet another ARMA time-series model for non-normal data.