Estimate dynamic high-order correlations in multivariate timeseries data
☆42Jul 9, 2025Updated 7 months ago
Alternatives and similar repositories for timecorr
Users that are interested in timecorr are comparing it to the libraries listed below
Sorting:
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30May 1, 2022Updated 3 years ago
- Optimization techniques on the financial area for the hedging, investment starategies, and risk measures☆43Apr 6, 2020Updated 5 years ago
- Motif-Aware State Assignment in Noisy Time Series Data☆23Oct 21, 2020Updated 5 years ago
- PCM toolbox - implementation in Python☆14Jan 28, 2026Updated last month
- Time Alignment Measurement for Time Series☆30Jul 6, 2022Updated 3 years ago
- Python implementation of STATIS for analysis of several data tables☆12Aug 14, 2017Updated 8 years ago
- Correlation-aware Change-point Detection via Graph Neural Networks☆16Sep 28, 2020Updated 5 years ago
- Compute set of important operations for HCTSA code☆27Apr 11, 2020Updated 5 years ago
- Multihreaded 64 bit c++ files for processing numba arrays☆17Apr 23, 2024Updated last year
- An algorithm for unsupervised discovery of sequential structure☆28Aug 7, 2018Updated 7 years ago
- Competition and Agent Frameworks for the Trading Agents Competition☆29Jul 27, 2022Updated 3 years ago
- Python Monte Carlo Scenario Generator☆14Dec 30, 2025Updated last month
- ☆16Oct 17, 2024Updated last year
- Detecting critical transitions in financial networks with topological data analysis.☆16Mar 12, 2019Updated 6 years ago
- studyforrest.org: Phase2 data (movie, eyetracking, retmapping, visual localizers) [BIDS]☆11Apr 13, 2023Updated 2 years ago
- ☆34Dec 24, 2020Updated 5 years ago
- Cythonized versions of the OpenAI Gym classic control environments.☆12Apr 7, 2020Updated 5 years ago
- High-Performance Automatic Differentiation for Python☆19Sep 2, 2024Updated last year
- Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.☆15Oct 19, 2020Updated 5 years ago
- Intersubject correlation tutorial☆40May 30, 2020Updated 5 years ago
- Pattern Component Modelling toolbox for multivariate analysis☆33Mar 1, 2025Updated 11 months ago
- High-Performance Kalman Filtering and Smoothing in Python☆16Feb 1, 2025Updated last year
- Illustration of the decorrelation method to perform backtesting on correlated data.☆20Nov 17, 2024Updated last year
- Multivariate GARCH modelling in Python☆16Nov 3, 2024Updated last year
- Random Forest-based "Correlation" measures☆15May 3, 2022Updated 3 years ago
- Layer to connect with market providers for data + trading from different algorithmic trading providers / cryptocurrencurrencies / forex /…☆13Dec 8, 2022Updated 3 years ago
- PyTorch package for KL-CPD algorithm for change point and anomaly detection in time series☆15Dec 26, 2020Updated 5 years ago
- Robust regression toolbox for neuroimaging data☆17Nov 13, 2024Updated last year
- Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)☆40May 28, 2023Updated 2 years ago
- Generative Adversarial Network for Stock Market Price Prediction☆58Dec 9, 2019Updated 6 years ago
- MASS (Mueen's Algorithm for Similarity Search) - a python 2 and 3 compatible library used for searching time series sub-sequences under z…☆106Dec 26, 2022Updated 3 years ago
- Cross Thread Message Pipe☆18Dec 25, 2019Updated 6 years ago
- Rank-To-Group score evaluates contribution of confounding factors☆22Nov 3, 2021Updated 4 years ago
- A jupyter book for the OHBM educational workshop on analyzing naturalistic data.☆46May 1, 2024Updated last year
- Multivariate data modelling with Copulas in Python☆160Feb 7, 2025Updated last year
- The Brain Activity Flow ("Actflow") Toolbox. Tools to quantify the relationship between connectivity and task activity through network si…☆46Mar 17, 2025Updated 11 months ago
- An extension library for NumPy that implements common array operations not present in NumPy☆45Dec 7, 2023Updated 2 years ago
- A Python package for time series augmentation☆366Jan 11, 2023Updated 3 years ago
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Feb 25, 2021Updated 5 years ago