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.
☆50Updated 2 years ago
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☆87Updated 7 months ago
- Python library for multivariate dependence modeling with Copulas☆116Updated last year
- Mueen-Keogh Algorithm for finding timeseries motifs☆21Updated 4 years ago
- Multivariate data modelling with Copulas in Python☆159Updated last year
- A Python library for vine copula models☆120Updated 2 months ago
- An extension library for NumPy that implements common array operations not present in NumPy☆45Updated 2 years ago
- ☆23Updated 11 months ago
- Python copulas library for dependency modeling☆102Updated 5 years ago
- Fast N-dimensional aggregation functions with Numba☆233Updated last week
- Python package for performing the Alternating Conditional Expectation (ACE) regression☆72Updated 2 years ago
- Efficient pure Python implementation of Friedman's Supersmoother☆99Updated 4 months ago
- Time-Series Cross-Validation Module☆47Updated 4 years ago
- Multivariate timeseries analysis using dynamic factor modelling.☆23Updated 2 weeks ago
- Elo ratings for global black box derivative-free optimizers☆143Updated last year
- A unique time series library in Python that consists of Kalman filters (discrete, extended, and unscented), online ARIMA, and time differ…☆33Updated 8 years ago
- Python binding for Khiva library.☆46Updated last year
- Detection of favorable moments in time series data☆35Updated 5 months ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆76Updated 8 years ago
- scikit-extremes is a basic statistical package to perform univariate extreme value calculations using Python☆42Updated 3 years ago
- SdePy: Numerical Integration of Ito Stochastic Differential Equations☆44Updated 4 years ago
- Python Copula Module☆43Updated 3 years ago
- This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…☆30Updated 3 years ago
- Generalized additive models in Python with a Bayesian twist☆78Updated 5 months ago
- Probabilistic programming framework that facilitates objective model selection for time-varying parameter models.☆167Updated last year
- A Python library for the fast symbolic approximation of time series☆49Updated this week
- A Python Package for Probabilistic Prediction☆22Updated 4 years ago
- python implementation of catch22☆92Updated 6 months ago
- Better `keras` models for time series and beyond☆61Updated 2 years ago
- ☆27Updated 6 years ago
- Python Monte Carlo Scenario Generator☆14Updated last month