FMenchetti / CausalArimaLinks
An R package to estimate the effect of interventions on univariate time series using ARIMA models
☆24Updated 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
- That's weird: Anomaly detection using R☆42Updated last month
- Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms☆26Updated 3 years ago
- Distributional Random Forests (Cevid et al., 2020)☆45Updated 2 years ago
- The Tidymodels Extension for Time Series Boosting Models☆58Updated 3 years ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated last month
- Methods and tools for multistep-ahead time series conformal prediction.☆42Updated 3 weeks ago
- An R package for computing asymmetric Shapley values to assess causality in any trained machine learning model☆74Updated 5 years ago
- A python package for hierarchical forecasting, inspired by hts package in R.☆28Updated 8 months ago
- Code associated with paper: Orthogonal Machine Learning for Demand Estimation: High-Dimensional Causal Inference in Dynamic Panels, Seme…☆27Updated 2 years ago
- ☆16Updated 2 years ago
- Synthetic data using Generative Adversarial Networks☆12Updated 2 years ago
- A repository for nowcasting with signature methods☆25Updated 2 years ago
- Implementation of Double Machine Learning☆36Updated 6 months ago
- Slides to accompany Forecasting: Principles and Practice, 3rd edition☆75Updated last year
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆46Updated 5 years ago
- A package for Bayesian causal inference with time-series cross-sectional data☆26Updated last year
- ☆16Updated 4 years ago
- Time Series Ensemble Forecasting☆80Updated last month
- Multivariate Autoregressive State-Space Modeling with R☆53Updated last month
- Echo State Networks for Time Series Forecasting☆16Updated 4 months ago
- R package cfcausal☆33Updated 2 years ago
- R and python implementations of Accelerated Bayesian Causal Forest.☆25Updated last year
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆47Updated 3 years ago
- Dynamic factor model estimation for R☆24Updated 3 years ago
- R package to compute distribution-free prediction bands using density estimators☆11Updated 4 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 11 months ago
- Friedman's H-statistics☆31Updated last week
- A sensitivity analysis package for causal effects☆12Updated last year
- GRATIS: GeneRAting TIme Series with diverse and controllable characteristics☆77Updated last year