IDSIA / gpforecasting
☆17Updated 3 years ago
Alternatives and similar repositories for gpforecasting:
Users that are interested in gpforecasting are comparing it to the libraries listed below
- Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes☆48Updated 2 years ago
- A multiverse of Prophet models for timeseries☆43Updated this week
- Distributional Gradient Boosting Machines☆27Updated 2 years ago
- Neat Bayesian machine learning examples☆54Updated last month
- esig python package☆47Updated 2 months ago
- Fully Bayesian Inference in GPs - Gaussian and Generic Likelihoods☆22Updated last year
- Conformal Prediction for Time Series with Modern Hopfield Networks☆75Updated last year
- Conformal prediction for time-series applications.☆109Updated last year
- Base classes for creating scikit-learn-like parametric objects, and tools for working with them.☆23Updated last week
- Recursive Bayesian Estimation (Sequential / Online Inference)☆58Updated 10 months ago
- Global, derivative-free optimization for hyperparameter tuning☆42Updated 2 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆44Updated 6 years ago
- Implementation for Stankevičiūtė et al. "Conformal time-series forecasting", NeurIPS 2021.☆74Updated 4 months ago
- ☆46Updated 2 months ago
- Code for: "A Generalised Signature Method for Time Series"☆62Updated last year
- Contains the code to run the different models considered in the paper "Valid prediction intervals for regression problems"☆19Updated 2 years ago
- Repository for the paper "BONE: a unifying framework for Bayesian online learning in non-stationary environments"☆16Updated 3 months ago
- Tutorials for the Machine Learning for Time Series class - Master MVA (2021/2022)☆10Updated 3 years ago
- Implementation of the Gaussian Process Autoregressive Regression Model☆62Updated last month
- Official implementation of "Conformal prediction for multi-dimensional time series by ellipsoidal sets" (ICML 2024 spotlight)☆16Updated 7 months ago
- Bayesian Bandits☆67Updated last year
- Robust initialisation of inducing points in sparse variational GP regression models.☆33Updated 2 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆45Updated 3 years ago
- Light-weighted code for Orthogonal Additive Gaussian Processes☆41Updated 7 months ago
- Differentiable computations for the signature-PDE-kernel on CPU and GPU.☆53Updated 9 months ago
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆46Updated last year
- (Python, R, C) Fast approximations for the CDF of multivariate normal distributions☆20Updated 2 months ago
- Long-term probabilistic forecasting of quasiperiodic phenomena using Koopman theory☆35Updated 3 years ago
- Code for NeurIPS 2021 paper 'Spatio-Temporal Variational Gaussian Processes'☆47Updated 3 years ago
- ☆48Updated 3 months ago