Alternatives and similar repositories for mf-bocd

Users that are interested in mf-bocd are comparing it to the libraries listed below

• maltamiranomontero / DSM-bocd
  ☆19Updated last year
• jessegrabowski / statespace-presentation
  Presentation materials for PyMC Statespace
  ☆22Updated 9 months ago
• StatMixedML / DGBM
  Distributional Gradient Boosting Machines
  ☆27Updated 2 years ago
• jv-rv / split-conformal-nonexchangeable
  ☆14Updated 10 months ago
• plgreenLIRU / GMM_Conditional
  Finding the conditional distributions of a Gaussian Mixture Model
  ☆12Updated 5 years ago
• canyon289 / ssm_book_club
  ☆17Updated 2 years ago
• HerreraKrachTeichmann / NJODE
  code for "Neural Jump Ordinary Differential Equations"
  ☆30Updated 2 years ago
• msesia / conditional-conformal-pvalues
  Conditional calibration of conformal p-values for outlier detection.
  ☆34Updated 2 years ago
• cvxgrp / exp_util_gm_portfolio_opt
  Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.
  ☆21Updated last year
• mloning / sktime-m4
  Using sktime to replicate and extend the M4 forecasting competition
  ☆16Updated 5 years ago
• tgcsaba / GPSig
  Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances
  ☆48Updated 2 years ago
• alan-turing-institute / bocpdms
  ☆32Updated 6 years ago
• hamrel-cxu / MultiDimSPCI
  Official implementation of "Conformal prediction for multi-dimensional time series by ellipsoidal sets" (ICML 2024 spotlight)
  ☆17Updated 11 months ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 3 years ago
• hamrel-cxu / Ensemble-Regularized-Adaptive-Prediction-Set-ERAPS
  Official repository for the ICML 2022 DFUQ paper: conformal prediction sets for time-series
  ☆10Updated 2 years ago
• nickfrosst / neural_additive_models
  stand alone Neural Additive Models, forked from google-reasearch for easy import to colab
  ☆28Updated 4 years ago
• DiegoAE / BOSD
  ☆26Updated 5 years ago
• StatMixedML / Hyper-Trees
  Forecasting with Hyper-Trees
  ☆18Updated 8 months ago
• g-benton / Volt
  Public Implementation of Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes
  ☆49Updated 2 years ago
• kaustubhsridhar / time-series-OOD
  Official Code for the ICCPS 2023 conference paper (nominated for best paper award) and ICML 2022 PODS workshop paper.
  ☆15Updated 7 months ago
• deryckt / TIRE
  Autoencoder-based Change Point Detection in Time Series Data using a Time-Invariant Representation
  ☆39Updated 3 years ago
• david-cortes / approxcdf
  (Python, R, C) Fast approximations for the CDF of multivariate normal distributions
  ☆23Updated last month
• jdb78 / lipo
  Global, derivative-free optimization for hyperparameter tuning
  ☆42Updated 2 years ago
• jessegrabowski / pymc_statespace
  A system for Bayesian estimation of state space models using PyMC
  ☆33Updated last year
• wesselb / gpar
  Implementation of the Gaussian Process Autoregressive Regression Model
  ☆67Updated 5 months ago
• rsnirwan / GPLVMsInFinance
  Applications of Gaussian Process Latent Variable Models in Finance
  ☆11Updated 2 years ago
• mzaffran / AdaptiveConformalPredictionsTimeSeries
  ☆63Updated 3 years ago
• ChadFulton / fulton_statsmodels_2017
  State Space Estimation of Time Series Models in Python: Statsmodels
  ☆44Updated 8 years ago
• pmorenoz / RecyclableGP
  Recyclable Gaussian Processes
  ☆11Updated 2 years ago
• fmorenopino / HeterogeneousHMM
  Discrete, Gaussian, and Heterogenous HMM models full implemented in Python. Missing data, Model Selection Criteria (AIC/BIC), and Semi-Su…
  ☆79Updated last year