MarcoGorelli / wound-ignite
Prize-winning solution to the M6 Forecasting Competition
☆21Updated last year
Related projects ⓘ
Alternatives and complementary repositories for wound-ignite
- M6-Forecasting competition☆42Updated 10 months ago
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last week
- tsbootstrap: generate bootstrapped time series samples in Python☆71Updated this week
- Data, Benchmarks, and methods submitted to the M6 forecasting competition☆97Updated last month
- Python package for Feature-based Forecast Model Averaging (FFORMA).☆27Updated 4 years ago
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆47Updated 2 years ago
- ☆19Updated last year
- Nonlinear Nonparametric Statistics☆14Updated 2 years ago
- Hierarchical Forecasting at Scale☆13Updated 8 months ago
- ☆49Updated last year
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆12Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆60Updated 3 months ago
- Random Forest-based "Correlation" measures☆15Updated 2 years ago
- Implements Path Shadowing Monte Carlo (PSMC).☆60Updated last week
- Entropy Pooling in Python with a BSD 3-Clause license.☆31Updated last month
- A Library for Conformal Hyperparameter Tuning☆27Updated 9 months ago
- Nonlinear Nonparametric Statistics☆67Updated 2 weeks ago
- ☆14Updated this week
- Financial AI with Python☆29Updated 3 months ago
- Time-Series Cross-Validation Module☆44Updated 2 years ago
- Wrapper around MLForecast for more plug and play forecasting☆11Updated last year
- ☆23Updated last year
- Bayesian Estimation and Forecasting of Time Series in statsmodels, for Scipy 2022 conference☆21Updated 2 years ago
- Stochastic volatility models☆18Updated 6 years ago
- TSForecasting: Automated Time Series Forecasting Framework☆26Updated last week
- Time Series Forecasting with LightGBM☆80Updated 2 years ago
- A toolkit to boost the productivity of machine learning engineers.☆52Updated 2 years ago
- ☆112Updated 9 months ago
- Examples of causality maps for time series driven by GitHub actions☆15Updated last year
- ☆44Updated last week