Alternatives and similar repositories for PD-NJODE

Users that are interested in PD-NJODE are comparing it to the libraries listed below

• CausalML-Lab / PCMCI-Omega
  Code for PCMCI-Ω algorithm from the NeurIPS'23 paper "Causal Discovery in Semi-Stationary Time Series"
  ☆18Updated 7 months ago
• ml-jku / HopCPT
  Conformal Prediction for Time Series with Modern Hopfield Networks
  ☆80Updated last week
• Jayaos / TCPTS
  Repository for the paper "Transformer Conformal Prediction for Time Series"
  ☆14Updated 11 months ago
• EagleAdelaide / FinSen_Dataset
  ☆13Updated 7 months ago
• remigenet / SigKAN
  SigKAN: Signature-Weighted Kolmogorov-Arnold Networks for Time Series
  ☆46Updated 6 months ago
• aangelopoulos / conformal-time-series
  Conformal prediction for time-series applications.
  ☆115Updated last year
• gerdm / BONE
  Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"
  ☆17Updated 2 weeks ago
• hamrel-cxu / SPCI-code
  Official implementation of the ICML 2023 work "Sequential Predictive Conformal Inference"
  ☆32Updated 10 months ago
• issaz / sigker-nsdes
  Code accompanying the paper "Non-adversarial training of Neural SDEs with signature kernel scores".
  ☆20Updated 9 months ago
• abacusai / ForecastPFN
  ☆77Updated last year
• pafoster / path_signatures_introduction
  A Brief Introduction to Path Signatures for Machine Learning Practitioners
  ☆49Updated 3 years ago
• mzaffran / AdaptiveConformalPredictionsTimeSeries
  ☆61Updated 3 years ago
• SigCGANs / Sig-Wasserstein-GANs
  ☆26Updated last year
• KangOxford / jax-lob
  JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
  ☆25Updated last year
• DeepIntoStreams / Evaluation-of-Time-Series-Generative-Models
  Pipeline for Time Series Generation with Comprehensive Evaluation Metrics
  ☆43Updated 4 months ago
• YuxuanXiu / Financial-Time-Series-Trend-Labeling
  This is a non-official implementation of the trend labeling method proposed in the paper "A Labeling Method for Financial Time Series Pre…
  ☆40Updated 4 months ago
• jv-rv / split-conformal-nonexchangeable
  ☆13Updated 9 months ago
• hamrel-cxu / EnbPI
  Official code for: Conformal prediction interval for dynamic time-series (conference, ICML 21 Long Presentation) AND Conformal prediction…
  ☆117Updated last year
• vicaws / neuralSDE-marketmodel
  Python modules and jupyter notebook examples for the paper Arbitrage-free Neural-SDE Market Models.
  ☆51Updated 2 years ago
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆49Updated 2 years ago
• salesforce / online_conformal
  Methods for online conformal prediction.
  ☆112Updated last month
• maltamiranomontero / DSM-bocd
  ☆17Updated last year
• jambo6 / generalised-signature-method
  Code for: "A Generalised Signature Method for Time Series"
  ☆63Updated last year
• KalmanNet / KalmanBOT_ICASSP23
  DATA-AIDED PAIRS TRADING VIA LEARNED KALMAN WITH BOLLINGER BANDS
  ☆35Updated 2 years ago
• datasig-ac-uk / esig
  esig python package
  ☆48Updated 5 months ago
• MarcoGorelli / wound-ignite
  Prize-winning solution to the M6 Forecasting Competition
  ☆23Updated 2 years ago
• mirkosavasta / GANetano
  Generative Adversarial Network to create synthetic time series
  ☆23Updated 4 years ago
• msabvid / robust_nsde
  Robust pricing and hedging via Neural SDEs
  ☆36Updated 3 years ago
• tgcsaba / KSig
  A scikit-learn compatible Python package for GPU-accelerated computation of the signature kernel using CuPy.
  ☆38Updated last month
• justinhou95 / NeuralHedge
  Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization
  ☆14Updated 8 months ago