InvestmentSystems / recombinatorLinks
Recombinator is a Python package for statistical resampling in Python. It provides various algorithms for the iid bootstrap, the block bootstrap, as well as optimal block-length selection.
☆49Updated last year
Alternatives and similar repositories for recombinator
Users that are interested in recombinator are comparing it to the libraries listed below
Sorting:
- Python library for multivariate dependence modeling with Copulas☆115Updated last year
- tsbootstrap: generate bootstrapped time series samples in Python☆82Updated 3 months ago
- Python copulas library for dependency modeling☆102Updated 4 years ago
- Fast N-dimensional aggregation functions with Numba☆227Updated this week
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- Multivariate data modelling with Copulas in Python☆157Updated 8 months ago
- A Python library for vine copula models☆111Updated this week
- Efficient pure Python implementation of Friedman's Supersmoother☆99Updated 3 weeks ago
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated last year
- ☆23Updated 7 months ago
- Elo ratings for global black box derivative-free optimizers☆142Updated 8 months ago
- Multivariate timeseries analysis using dynamic factor modelling.☆22Updated last year
- Time-Series Cross-Validation Module☆47Updated 3 years ago
- Generalized additive models in Python with a Bayesian twist☆78Updated last month
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆169Updated last year
- Python Monte Carlo Scenario Generator☆13Updated last week
- A Python Package for Probabilistic Prediction☆22Updated 4 years ago
- Python package for performing the Alternating Conditional Expectation (ACE) regression☆72Updated 2 years ago
- A Python library for the fast symbolic approximation of time series☆46Updated last week
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 4 years ago
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆42Updated 3 years ago
- A python multi-variate time series prediction library working with sklearn☆100Updated 4 years ago
- A multiverse of Prophet models for timeseries☆66Updated 2 weeks ago
- Multifractal Detrended Fluctuation Analysis in Python☆150Updated 3 years ago
- ## Auto-archived due to inactivity. ## Functions for piecewise regression on time series data☆106Updated 6 years ago
- Bayesian time series forecasting and decision analysis☆117Updated 2 years ago
- pyWATTS: Python Workflow Automation Tool for Time-Series☆40Updated last year
- Tools for investing in Python☆46Updated 3 years ago
- Smart, automatic detection and stationarization of non-stationary time series data.☆29Updated 3 years ago
- Supervised forecasting of sequential data in Python.☆55Updated 6 years ago