IDA-HumanCapital / fifeLinks
Finite-Interval Forecasting Engine: Machine learning models for discrete-time survival analysis and multivariate time series forecasting
☆22Updated last year
Alternatives and similar repositories for fife
Users that are interested in fife are comparing it to the libraries listed below
Sorting:
- Automatic optimal sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Depend…☆20Updated last year
- 📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.☆11Updated last year
- Forecasting with Hyper-Trees☆18Updated 9 months ago
- Compute set of important operations for HCTSA code☆26Updated 5 years ago
- Smart, automatic detection and stationarization of non-stationary time series data.☆29Updated 2 years ago
- ☆14Updated 5 years ago
- Global, derivative-free optimization for hyperparameter tuning☆42Updated 2 years ago
- Time-Series Cross-Validation Module☆45Updated 3 years ago
- Detecting critical transitions in financial networks with topological data analysis.☆16Updated 6 years ago
- ☆11Updated 4 years ago
- Various utilities for time series forecasting☆10Updated 2 years ago
- A small wrapper to do Beta Boosting with XgBoost☆15Updated 3 years ago
- Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Mode…☆118Updated 2 years ago
- Tutorial on time-series forcasting with scikit-learn☆33Updated 2 years ago
- Hybrid ES-RNN models for time series forecasting☆19Updated 4 years ago
- Machine Learning models using a Bayesian approach and often PyMC3☆25Updated 4 years ago
- Elo ratings for time-series forecasting packages☆24Updated 3 years ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated 8 months ago
- sktime - python toolbox for time series: pipelines and transformers☆24Updated 2 years ago
- Nonlinear Granger causality using machine learning techniques☆21Updated last year
- Distributional Gradient Boosting Machines☆27Updated 2 years ago
- Using Extreme Value Theory (EVT) to Estimate Value-at-Risk (VaR) and Expected shortfall (ES)☆11Updated 4 years ago
- Modelling Connectedness of Firms in Financial Markets with Heterogeneous Agents☆22Updated 6 years ago
- Wrapper around MLForecast for more plug and play forecasting☆10Updated last year
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆23Updated 3 years ago
- Bayesian Adaptive Spline Surfaces for flexible and automatic regression☆24Updated last year
- Repo for PyData 2019 Tutorial - New Trends in Estimation and Inference☆26Updated 5 years ago
- Performant, composable online learning☆15Updated 4 years ago
- Gaussian Process Model Building Interface☆51Updated 4 months ago
- A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.☆56Updated last year