Alternatives and similar repositories for robust_EM_for_gmm

Users that are interested in robust_EM_for_gmm are comparing it to the libraries listed below

• kenluck2001 / pySmooth
  A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…
  ☆32Updated 7 years ago
• samluxenberg1 / Time-Series-Forecasting-with-Wavelets
  ☆51Updated 7 years ago
• gwgundersen / bocd
  Python implementation of Bayesian online changepoint detection
  ☆101Updated 2 years ago
• sdepy / sdepy
  SdePy: Numerical Integration of Ito Stochastic Differential Equations
  ☆43Updated 4 years ago
• joshloyal / L1-Trend-Filtering
  This is a Python package wrapper around the C solver for the l1 trend filtering algorithm written by Kwangmoo Koh, Seung-Jean Kim and Ste…
  ☆21Updated 7 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• 3catz / deeplearning_timeseries
  Deep Learning + Time Series Analysis
  ☆27Updated 6 years ago
• alan-turing-institute / bocpdms
  ☆34Updated 6 years ago
• 0zean / MARS-Time-Series
  Multivariate Adaptive Regression Splines for Time Series Prediction
  ☆18Updated 2 years ago
• DanielBok / copulae
  Multivariate data modelling with Copulas in Python
  ☆157Updated 8 months ago
• amwatt / thermal_optimal_path
  Dynamic lead/lag inference for time series
  ☆17Updated 6 years ago
• RyanWangZf / Hurst-exponent-R-S-analysis-
  Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.
  ☆54Updated 7 years ago
• 0zean / MODWT-MARS
  Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting
  ☆18Updated last year
• gdroguski / GaussianProcesses
  Python3 project applying Gaussian process regression for forecasting stock trends
  ☆156Updated 7 years ago
• mustafaseisa / regimechange
  Non-parametric method for estimating regime change in bivariate time series setting.
  ☆14Updated 8 years ago
• PYFTS / notebooks
  Code examples for pyFTS
  ☆51Updated 6 years ago
• ZacKeskin / PyCausality
  Calculate predictive causality between time series using information-theoretic techniques
  ☆103Updated 4 years ago
• RefaelLasry / EstimationOfCovarianceMatrix
  Estimation of the Covariance Matrix - linear and nonlinear shrinkage
  ☆23Updated 3 years ago
• blent-ai / pycopula
  Python copulas library for dependency modeling
  ☆102Updated 4 years ago
• dmarienko / chaos
  Singular Spectrum Analysis methods implementation in Python
  ☆27Updated 7 years ago
• HananyTolba / makeprediction
  ☆13Updated 2 years ago
• dmfolgado / tam
  Time Alignment Measurement for Time Series
  ☆29Updated 3 years ago
• y-bar / bocd
  Bayesian Changepoint Detection
  ☆47Updated 2 years ago
• convexfi / fingraph
  Graphical Models in Heavy-Tailed Markets (NeurIPS 2021)
  ☆39Updated 2 years ago
• stfbnc / fathon
  python package for DFA (Detrended Fluctuation Analysis) and related algorithms
  ☆129Updated 9 months ago
• hellojinwoo / CA_GMVP
  Codes for the paper 'Clustering Approaches for Global Minimum Variance Portfolio'
  ☆22Updated 3 years ago
• Zymrael / wattnet-fx-trading
  WATTNet: Learning to Trade FX with Hierarchical Spatio-Temporal Representations of Highly Multivariate Time Series
  ☆73Updated 5 years ago
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆81Updated last year
• CamDavidsonPilon / Graphical-Lasso-in-Finance
  Implementations of the graphical lasso method to estimation of covariance matrices in finance.
  ☆36Updated 12 years ago
• vinecopulib / pyvinecopulib
  A Python library for vine copula models
  ☆111Updated this week