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:
- tsbootstrap: generate bootstrapped time series samples in Python☆81Updated last month
- Python library for multivariate dependence modeling with Copulas☆113Updated last year
- Python copulas library for dependency modeling☆102Updated 4 years ago
- Multivariate data modelling with Copulas in Python☆153Updated 5 months ago
- A Python library for vine copula models☆107Updated 2 weeks ago
- Multivariate timeseries analysis using dynamic factor modelling.☆22Updated last year
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated last year
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- M6-Forecasting competition☆43Updated last year
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆167Updated last year
- Elo ratings for global black box derivative-free optimizers☆141Updated 6 months ago
- Time-Series Cross-Validation Module☆45Updated 3 years ago
- ☆23Updated 5 months ago
- Python package for performing the Alternating Conditional Expectation (ACE) regression☆72Updated 2 years ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 7 years ago
- Efficient pure Python implementation of Friedman's Supersmoother☆87Updated 2 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆43Updated 3 years ago
- A Python Package for Probabilistic Prediction☆22Updated 4 years ago
- A multiverse of Prophet models for timeseries☆54Updated last week
- Fast window operations☆44Updated last year
- Python Monte Carlo Scenario Generator☆13Updated last week
- Fast N-dimensional aggregation functions with Numba☆226Updated last week
- A Python library for the fast symbolic approximation of time series☆45Updated 2 months ago
- Generalized additive models in Python with a Bayesian twist☆78Updated last year
- python implementation of catch22☆85Updated this week
- Bayesian models to compute performance and uncertainty of returns and alpha.☆110Updated 2 years ago
- A unified framework for tabular probabilistic regression, time-to-event prediction, and probability distributions in python☆273Updated this week
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆42Updated 3 years ago
- A library for Time Series EDA (exploratory data analysis)☆71Updated 11 months ago
- Smart, automatic detection and stationarization of non-stationary time series data.☆29Updated 2 years ago