FMenchetti / CausalArimaLinks
An R package to estimate the effect of interventions on univariate time series using ARIMA models
☆25Updated last year
Alternatives and similar repositories for CausalArima
Users that are interested in CausalArima are comparing it to the libraries listed below
Sorting:
- Data for and description of the ACIC 2023 data competition☆32Updated 2 years ago
- Distributional Random Forests (Cevid et al., 2020)☆45Updated 2 years ago
- Code associated with paper: Orthogonal Machine Learning for Demand Estimation: High-Dimensional Causal Inference in Dynamic Panels, Seme…☆27Updated 2 years ago
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆48Updated 3 years ago
- Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms☆26Updated 3 years ago
- LSTM neural networks for nowcasting economic data.☆70Updated last year
- That's weird: Anomaly detection using R☆42Updated last month
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆46Updated 5 years ago
- An R package for computing asymmetric Shapley values to assess causality in any trained machine learning model☆74Updated 5 years ago
- The Tidymodels Extension for Time Series Boosting Models☆58Updated 3 years ago
- Slides to accompany Forecasting: Principles and Practice, 3rd edition☆75Updated last year
- Dimension Reduction Methods for Multivariate Time Series☆61Updated 5 months ago
- A python package for hierarchical forecasting, inspired by hts package in R.☆29Updated 8 months ago
- Time Series Ensemble Forecasting☆80Updated 2 months ago
- Echo State Networks for Time Series Forecasting☆16Updated 4 months ago
- Methods and tools for multistep-ahead time series conformal prediction.☆42Updated last month
- R package cfcausal☆33Updated 2 years ago
- Notes and simulations on graduate level causal inference in statistics with applications to social sciences.☆23Updated 6 years ago
- A package for Bayesian causal inference with time-series cross-sectional data☆26Updated last year
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated last week
- An R package with Python support for multi-step-ahead forecasting with machine learning and deep learning algorithms☆130Updated 5 years ago
- Implementation of Double Machine Learning☆36Updated 6 months ago
- GluonTS Deep Learning with Modeltime☆42Updated last year
- ☆44Updated 4 years ago
- GRATIS: GeneRAting TIme Series with diverse and controllable characteristics☆77Updated last year
- Dynamic factor model estimation for R☆24Updated 3 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆27Updated 11 months ago
- A repository for nowcasting with signature methods☆26Updated 2 years ago
- Tools for estimating causal effects for multivariate continuous exposures☆13Updated 3 years ago
- Forecast Reconciliation - Classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures for cross-sectional…☆37Updated last week