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MSMBuilder is a software package for building statistical models of high-dimensional time-series data. It is designed with a particular focus on the analysis of atomistic simulations of biomolecular dynamics such as protein folding and conformational change. MSMBuilder is named for its ability to construct Markov state models (MSMs), a class of models that has gained favor among computational biophysicists. In addition to both well-established and newer MSM methods, the package includes complementary algorithms for understanding time-series data such as hidden Markov models and time-structure based independent component analysis. MSMBuilder boasts an easy to use command-line interface, as well as clear and consistent abstractions through its Python application programming interface. MSMBuilder was developed with careful consideration for compatibility with the broader machine learning …